Abstract
We give a general group theoretic scheme for obtaining intertwining relations between Markov semi-groups. This is applied to the Heisenberg group and yields an intertwining relation between the Ornstein-Uhlenbeck and the Yule semi-groups.
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References
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© 1995 Springer-Verlag
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Biane, P. (1995). Intertwining of Markov semi-groups, some examples. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094197
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DOI: https://doi.org/10.1007/BFb0094197
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