All Questions

Recall that the Ornstein–Uhlenbeck (OU) process in $\mathbb{R}^d$ is defined by the following SDE, $$ d Z_t=\frac{-1}{2} Z_t d t+d W_t, \quad t \geqslant 0 $$ where $\left(W_t\right)_{t \geqslant 0}$ ...

Let $X$ be a Polish space and let $m$ be a locally finite Borel measure on $X$. Let $\epsilon$ be a strongly local, regular Dirichlet form on $L^2(X,m)$ with Domain $V :=\{f\in L^2(X,m):\epsilon(f)&...

Suppose $V:\mathbb{R}^{n} \to \mathbb{R}$ is just a positive polynomial and $K_{t}(x,y)$ is the heat kernel of $H = -\Delta + V$. Then does it follow $$\int_{\mathbb{R}^{n}} K_{t}(x, \cdot)\,dy = 1?$$...