Nonprobabilistic Analogs of the Cauchy Process
2020
It is known that a solution to the Cauchy problem for the evolution equation, the right-hand side of which contains a convolution operator with generalized function |x|−2, admits a probabilistic representation in the form of the expectation of the trajectory functional of the Cauchy process. Similar representations are constructed for evolution equations containing convolution operator with generalized function (−1)m|x|−2m − 2 for arbitrary m ∈ N.
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