Information for "Ornstein–Uhlenbeck operator"

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Display titleOrnstein–Uhlenbeck operator
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Page creatorimported>Scavis2
Date of page creation10:43, 8 May 2022
Latest editorimported>Scavis2
Date of latest edit10:43, 8 May 2022
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In mathematics, the Ornstein–Uhlenbeck operator is a generalization of the Laplace operator to an infinite-dimensional setting. The Ornstein–Uhlenbeck operator plays a significant role in the Malliavin calculus.
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