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q-invariant functions for some generalizations of the Ornstein-Uhlenbeck semigroup
Invariant functions generalized Ornstein-Uhlenbeck processes first exit times special functions
2009/6/12
We show that the multiplication operator associated to a fractional power of a Gamma random variable, with parameter q > 0, maps the convex cone of the 1-invariant functions for a self-similar semigro...