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JOURNALS // Algebra i Analiz // Archive

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

This article is cited 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


 English version:
St. Petersburg Mathematical Journal, 2024, 35:1, 145–152


© Steklov Math. Inst. of RAS, 2025