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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 510, Pages 189–200 (Mi znsl7201)

This article is cited 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.

UDC: 519.2

Received: 08.09.2022



© Steklov Math. Inst. of RAS, 2024