Brownian transition semigroup Created 2026-09-24 Updated 2026-10-14
For suitable ,
defines the Brownian transition semigroup. Its generator identity is
Each Gaussian-convolution operator is a rescaled Weierstrass transform; the semigroup combines all times.
Weierstrass transform 2026-10-14
The Weierstrass transform is Gaussian convolution, . It smooths appropriate functions and is the heat semigroup at unit time. The Brownian transition semigroup uses variance- Gaussian kernels and therefore supplies the scaled time family.