On Diffusion Semigroups Preserving the L
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Alexander V Kolesnikov
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Article
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2001
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Elsevier Science
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English
⚖ 292 KB
It is proved that if the semigroup with the generator a kl " xk " xl +b m " xm , where a kl and b m are smooth functions, sends log-concave functions to log-concave functions, then A=(a kl ) is constant and b=(b m ) is an affine mapping.