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This article is cited in 1 scientific paper (total in 1 paper)
Research Papers
Resolvent stochastic processes
I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeeva a Saint Petersburg State University
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Abstract:
We introduce a family $r_\lambda, \lambda\in\mathbb{C}$ of complex-valued stochastic processes giving a possibility to construct a probabilistic representation for the resolvent of the operator $-\frac{1}{2}\frac{d^2}{dx^2}$. For $\lambda=0$ the process $r_\lambda$ is real-valued and coincides with the Brownian local time process.
Keywords:
stochastic processes, local time.
Received: 23.08.2021
Citation:
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Resolvent stochastic processes”, Algebra i Analiz, 35:1 (2023), 192–203; St. Petersburg Math. J., 35:1 (2024), 145–152
Linking options:
https://www.mathnet.ru/eng/aa1850 https://www.mathnet.ru/eng/aa/v35/i1/p192
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Abstract page: | 167 | Full-text PDF : | 2 | References: | 33 | First page: | 22 |
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