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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 189–200 (Mi znsl7201)  

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
Full-text PDF (181 kB) Citations (1)
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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.
Funding agency Grant number
Gazprom Neft
Received: 08.09.2022
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Nik22}
\by A.~K.~Nikolaev
\paper On the probabilistic representation of the resolvent of the two-dimensional Laplacian
\inbook Probability and statistics. Part~32
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 510
\pages 189--200
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7201}
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  • https://www.mathnet.ru/eng/znsl/v510/p189
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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