On sojourn distributions of processes related to some higher-order heat-type equations (Q5937285)
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scientific article; zbMATH DE number 1618853
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| English | On sojourn distributions of processes related to some higher-order heat-type equations |
scientific article; zbMATH DE number 1618853 |
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On sojourn distributions of processes related to some higher-order heat-type equations (English)
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28 October 2001
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The authors investigate the sojourn time (distribution) of stochastic processes associated with higher (than two) order heat-type equations. Some analogous results to the classical case are obtained, but for \(X_t> 0\) a different type of result is obtained.
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sojourn time
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higher-order heat equations
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arcsine law
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0.8524346351623535
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0.8515458106994629
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0.8441663980484009
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0.8004403710365295
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