Conditional maximal distributions of processes related to higher-order heat-type equations

DOI10.1016/S0304-4149(99)00074-5zbMath0997.60005OpenAlexW2140136821MaRDI QIDQ1613589

Luisa Beghin, Enzo Orsingher, Kenneth J. Hochberg

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00074-5

zbMATH Keywords

Laplace transformsBrownian motionstable lawsFeynman-Kac functionalsigned measuresmaximal distributionairy functionshigher-order heat-type equations

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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