Resolvent stochastic processes

Abstract

A family r λ r_\lambda , λ ∈ C \lambda \in \mathbb {C} , of complex stochastic processes is introduced, which makes it possible to construct a probabilistic representation for the resolvent of the operator − 1 2 d 2 d x 2 -\frac {1}{2}\frac {d^2}{dx^2} . For λ = 0 \lambda =0 , the process r λ r_\lambda coincides with the Brownian local time process.