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Algebra i Analiz, 2023, Volume 35, Issue 1, Pages 192–203 (Mi aa1850)  

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
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00657_а
Received: 23.08.2021
English version:
St. Petersburg Mathematical Journal, 2024, Volume 35, Issue 1, Pages 145–152
DOI: https://doi.org/10.1090/spmj/1797
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{IbrSmoFad23}
\by I.~A.~Ibragimov, N.~V.~Smorodina, M.~M.~Faddeev
\paper Resolvent stochastic processes
\jour Algebra i Analiz
\yr 2023
\vol 35
\issue 1
\pages 192--203
\mathnet{http://mi.mathnet.ru/aa1850}
\transl
\jour St. Petersburg Math. J.
\yr 2024
\vol 35
\issue 1
\pages 145--152
\crossref{https://doi.org/10.1090/spmj/1797}
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  • https://www.mathnet.ru/eng/aa/v35/i1/p192
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Алгебра и анализ St. Petersburg Mathematical Journal
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    References:33
    First page:22
     
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