First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\) (Q2461972)
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scientific article; zbMATH DE number 5214033
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| English | First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\) |
scientific article; zbMATH DE number 5214033 |
Statements
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\) (English)
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23 November 2007
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heat-type equation
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Markov pseudo-process
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joint distribution of the process and its maximum/minimum
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Spitzer's identity
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0.9272886514663696
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0.878872811794281
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0.8676831722259521
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0.833271324634552
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