First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift (Q2469488)
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scientific article; zbMATH DE number 5232813
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| English | First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift |
scientific article; zbMATH DE number 5232813 |
Statements
First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift (English)
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6 February 2008
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pseudo-process
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joint distribution of the process and its maximum
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first hitting time and place
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escape pseudo-probability
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Spitzer identities
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boundary value problems
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0.9272886514663696
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0.8868882656097412
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0.8640094995498657
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0.8511003851890564
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