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arXiv · 1303.0327

Strong mixing measures for $C_0$-semigroups

Marina Murillo-Arcila·Alfredo Peris
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Abstract

Our purpose is to obtain a very effective and general method to prove that certain $C_0$-semigroups admit invariant strongly mixing measures. More precisely, we show that the Frequent Hypercyclicity Criterion for $C_0$-semigroups ensures the existence of invariant mixing measures with full support. We will several examples, that range from birth-and-death models to the Black-Scholes equation, which illustrate these results.

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Marina Murillo-Arcila, Alfredo Peris. 2013-03-02. Strong mixing measures for $C_0$-semigroups. https://doi.org/10.1007/s13398-014-0169-3

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