Invariance of $N(0,1)$ under the Ornstein–Uhlenbeck semigroup: $\int P_th\,d\gamma=\int h\,d\gamma$

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Invariance of $N(0,1)$ under the Ornstein–Uhlenbeck semigroup: $\int P_th\,d\gamma=\int h\,d\gamma$ · Prove2Me