Dokl. RAN. Math. Inf. Proc. Upr., 2021 Volume 500, Pages 10–15
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MATHEMATICS
On Gaussian transition operators
G. A. Alekseevab,
K. A. Afoninab,
V. I. Bogachevabcd a Lomonosov Moscow State University
b Moscow Center for Fundamental and Applied Mathematics, Moscow, Russia
c National Research University "Higher School of Economics", Moscow, Russia
d St. Tikhon's Orthodox University, Moscow, Russia
Abstract:
In this paper, a number of generalizations of the known characterization of Gaussian transition operators is obtained.
Keywords:
Gaussian measure, Feller operator.
UDC:
519.21 Presented: A. S. HolevoReceived: 09.04.2021
Revised: 09.04.2021
Accepted: 13.08.2021
DOI:
10.31857/S2686954321050027
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