RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2018 Volume 474, Pages 183–194 (Mi znsl6677)

This article is cited 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.

UDC: 519.2

MSC: 28C20, 60H05, 60G57

Received: 26.10.2018



© Steklov Math. Inst. of RAS, 2025