Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations

DOI10.1214/EJP.v8-178zbMath1064.60078MaRDI QIDQ1767503

Aimé Lachal

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124733

zbMATH Keywords

Arc-sine law; Vandermonde systems and determinants

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G20: Generalized stochastic processes