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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 189–200
(Mi znsl7201)
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This article is cited in 1 scientific paper (total in 1 paper)
On the probabilistic representation of the resolvent of the two-dimensional Laplacian
A. K. Nikolaevab a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
Abstract:
In this paper we consider a family of random linear operators that arises in the construction of a probabilistic representation of the resolvent of the two-dimensional Laplacian. It is shown that with probability $1$ the operators of this family are integral operators in $L_2(\mathbb{R}^2)$. The properties of the kernels of the corresponding operators are also investigated.
Key words and phrases:
stochastic processes, two-dimensional Wiener process, the resolvent of the two-dimensional Laplacian.
Received: 08.09.2022
Citation:
A. K. Nikolaev, “On the probabilistic representation of the resolvent of the two-dimensional Laplacian”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 189–200
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https://www.mathnet.ru/eng/znsl7201 https://www.mathnet.ru/eng/znsl/v510/p189
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Abstract page: | 60 | Full-text PDF : | 28 | References: | 22 |
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