Brownian Motion and Stochastic Calculus

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/Part 1: Stochastic Processes/Chapter 2: Diffusion Operators/Section 2.3: The Heat Semigroup

Definition 2.3.1 (Normal Operator).label Let $H$ be a Hilbert space and $T$ be a closed, densely defined operator, then $T$ is normal if $T^{*}T = TT^{*}$.

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Brownian Motion and Stochastic Calculus

Bibliography
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