Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation (Q655324): Difference between revisions

Let \((X(t))_{t\geq0}\) be the pseudo-process driven by the high-order heat-type equation \(\frac{\partial u}{\partial t}=\pm\frac{\partial^Nu}{\partial x^N}\), where \(N\) is an integer greater than 2. This paper is devoted to the study of the joint pseudo-distribution of the process and its sojourn time on \([a,\infty)\) for \(a\in\mathbb R\) and any starting point \(x\in\mathbb R\). This leads to a generalization of the results obtained by the two authors in a previous paper where the same joint distribution was obtained for \(a = 0\) and starting point \(x = 0\). In this more general case, the authors follow the Feynman-Kac approach which leads to find the involved results by solving partial differential equations. This highly technical paper is well written and will surely be interesting to specialists.