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)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
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 |
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)
0 references
6 February 2008
0 references
pseudo-process
0 references
joint distribution of the process and its maximum
0 references
first hitting time and place
0 references
escape pseudo-probability
0 references
Spitzer identities
0 references
boundary value problems
0 references
0 references
0 references