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Zapiski Nauchnykh Seminarov POMI, 2018, Volume 474, Pages 183–194
(Mi znsl6677)
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This article is cited in 1 scientific paper (total in 1 paper)
Nonprobabilistic analogues of the Cauchy process
A. K. Nikolaeva, M. V. Platonovabc a Saint Petersburg State University, Saint Petersburg, Russia
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
c Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics, St. Petersburg, Russia
Abstract:
It is known that a solution of the Cauchy problem for an evolution equation having a convolution operator with a generalized function $|x|^{-2}$, in the right-hand side admits a probabilistic representation in the form of the expectation of a trajectory functional of the Cauchy process. We construct similar representations for evolution equations having a convolution operator with a generalized function $(-1)^m|x|^{-2m-2}$ for arbitrary $m\in\mathbf{N}$.
Key words and phrases:
Random processes, Cauchy process, evolution equation, limit theorem.
Received: 26.10.2018
Citation:
A. K. Nikolaev, M. V. Platonova, “Nonprobabilistic analogues of the Cauchy process”, Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, POMI, St. Petersburg, 2018, 183–194
Linking options:
https://www.mathnet.ru/eng/znsl6677 https://www.mathnet.ru/eng/znsl/v474/p183
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Abstract page: | 276 | Full-text PDF : | 87 | References: | 46 |
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