The paper establishes spectral properties including explicit biorthogonal eigenfunctions for non-local OU operators when the drift matrix is diagonalizable, via intertwining with diffusion OU semigroups.
68, Cambridge University Press, Cambridge, 19 99, Translated from the 1990 Japanese original, Revised by the author
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Spectral theory of non-local Ornstein-Uhlenbeck operators
The paper establishes spectral properties including explicit biorthogonal eigenfunctions for non-local OU operators when the drift matrix is diagonalizable, via intertwining with diffusion OU semigroups.