• 대한수학회논문집
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• 제39권1호
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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].

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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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.

• 대한수학회지
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• 제38권2호
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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).