• Communications of the Korean Mathematical Society
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• v.39 no.1
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• pp.149-160
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• 2024

In this paper, we give sufficient conditions for the generalized Ornstein-Uhlenbeck operators perturbed by regular potentials and inverse square potentials A_Φ,G,V,c=∆-∇Φ·∇+G·∇-V+c|x|^-2 with a suitable domain generates a quasi-contractive, positive and analytic C₀-semigroup in L^p(ℝ^N , e^-Φ(x)dx), 1 < p < ∞. The proofs are based on an L^p-weighted Hardy inequality and perturbation techniques. The results extend and improve the generation theorems established by Metoui [7] and Metoui-Mourou [8].

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.31-36
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• 2003

Using a short time expansion of the fundamental solution of heat equation by analysis of Wiener functional with the help of Malliavin calculus, we obtain the asymptotic expansion of the mean distance of Brownian motion on Riemannian manifolds.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.311-319
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• 2001

We show that it is possible to associate diffusion processes to second order perturbations of the Ornstein-Uhlenbeck operator L on the Wiener space of the form L = L + 1/2∑L$^2$(sub)ξ(sub)$\kappa$ where the ξ(sub)$\kappa$ are "tangent processes" (i.e., semimartingales with antisymmetric diffusion coefficients).