A signed measure on path space related to Wiener measure

Central limit and other weak theorems (60F05) Initial-boundary value problems for higher-order parabolic equations (35K35) Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cited In (76)

Solutions of infinite dimensional partial differential equations
Bernstein processes, isovectors and mechanics
On fundamental solutions of higher-order space-fractional Dirac equations
Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
Topologies on unparameterised path space
A review on time-changed pseudoprocesses and related distributions
Probabilistic representation formula for the solution of fractional high-order heat-type equations
Higher-order Laplace equations and hyper-Cauchy distributions
An Itô calculus for a class of limit processes arising from random walks on the complex plane
Small stochastic perturbations in a general fractional kinetic equation
Pseudoprocesses on a circle and related Poisson kernels
Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation
Bi-Kolmogorov type operators And weighted Rellich's inequalities
General Airy-type equations, heat-type equations and pseudo-processes
On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\)
A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2
Explicit solutions of some fractional partial differential equations via stable subordinators
Monopoles and dipoles in biharmonic pseudo process
A Fokker–Planck equation of fractional order with respect to time
Central limit theorem for solutions of random initialized differential equations: a simple proof
Central Limit Theorem for Signed Distributions
Stochastic differential equations with fractional Brownian motion input
Stochastic analysis for a non-Markovian generator: an introduction
A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
Bi-Laplacians on graphs and networks
Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
Non-Gaussian distributions
Homogeneous rheonomic contact transformations and reparametrization of path integrals over quasimeasures
Homogeneous point transformation and reparametrization of paths in path integrals for fourth-order differential equations
Path reparametrization in path integrals for third-order differential equations
First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
New results on Fokker-Planck equations of fractional order.
Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
Joint distributions of the maximum and the process for higher-order diffusions.
A new approach to complex-valued fractional Brownian motion via rotating white noise
Probabilistic representations for the solution of higher order differential equations
Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
Complex-valued Wiener measure: An approach via random walk in the complex plane
Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
The Feynman-Kac formula and the Hamilton-Jacobi equation
On the convolution powers of complex functions on \(\mathbb{Z}\)
Infinite dimensional oscillatory integrals as projective systems of functionals
Feynman formulas for semigroups generated by an iterated Laplace operator
A path integral formula for certain fourth-order elliptic operators
Fractional Brownian motion with complex variance via random walk in the complex plane and applications
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
New Feynman-Kac type formula
The arc-sine law and its analogs for processes governed by signed and complex measures
Generalized Feynman path integrals and applications to higher-order heat-type 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
Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
Itô formula for an asymptotically 4-stable process
Probabilistic construction of the solution of some higher order parabolic differential equation
STOCHASTICS OF ORDER n IN BIOLOGICAL SYSTEMS: APPLICATIONS TO POPULATION DYNAMICS, THERMODYNAMICS, NONEQUILIBRIUM PHASE AND COMPLEXITY
Conditional maximal distributions of processes related to higher-order heat-type equations
The explicit solutions of a class of diffusion equation
On the fractional counterpart of the higher-order equations
Canonical transformations, umbral calculus and orthogonal theory
A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
Central limit theorem for complex measures
Non-Gaussian distributions.
Quantum-like diffusion over discrete sets
Brownian fluctuations in space-time with applications to vibrations of rods
Product formulas for solutions of initial value partial differential equations. I
Processes governed by signed measures connected with third-order ``heat- type equations
An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
A class of general boundary conditions for multi-dimensional diffusion equation
A central limit theorem for some special complex-valued probability densities
Canonical equivalence of integrable systems, their associated (semi)- groups, and moment systems
Characteristic methods for multi-dimensional evolution equations
A path integral approach for solving Euler's equation describing the oscillations of an infinite bar
Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
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
A signed measure on rough paths associated to a PDE of high order: results and conjectures
From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
High order heat-type equations and random walks on the complex plane

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