Processes governed by signed measures connected with third-order ``heat- type equations
From MaRDI portal
Publication:1316946
DOI10.1007/BF00970819zbMath0787.60098MaRDI QIDQ1316946
Publication date: 14 April 1994
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
60J60: Diffusion processes
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
On the fractional counterpart of the higher-order equations, 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, Iterated Brownian motion in an open set., A survey on the pseudo-process driven by the high-order heat-type equation \(\partial/\partial t=\pm\partial^N\!/\partial x^N\) concerning the hitting and sojourn times, First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\), From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
Cites Work