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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2023 Volume 68, Issue 3, Pages 544–564 (Mi tvp5555)

On a family of random operators

I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeevb

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University

Abstract: Random operators arising in the construction of probabilistic representation of the resolvent of the operator $-\frac{1}{2}\,\frac{d}{dx}\bigl(b^2(x)\frac{d}{dx}\bigr)$ are considered and shown to be integral with probability $1$. Properties of their kernels are investigated.

Keywords: random processes, local time, random operator.

Received: 05.02.2022
Revised: 11.02.2023

DOI: 10.4213/tvp5555


 English version:
Theory of Probability and its Applications, 2023, 68:3, 440–456

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© Steklov Math. Inst. of RAS, 2024