A Note on the Operator-valued Poisson Kernel

Authors

  • Serap Bulut

Keywords:

Poisson Kernel, Operator-valued Poisson Kernel

Abstract

The purpose of this paper is to give a different proof of the integral formula

\frac{1}{2\pi }\underset{0}{\overset{2\pi }{\int }}K_{r,t }(T )dt =I,

where K_{r,t }(T ) is the operator-valued Poisson kernel.

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Published

2009-07-30

Issue

Section

Mathematics of Finance

How to Cite

A Note on the Operator-valued Poisson Kernel. (2009). European Journal of Pure and Applied Mathematics, 2(2), 296-301. https://www.ejpam.com/index.php/ejpam/article/view/124