Brownian-time processes: The PDE connection and the half-derivative generator

DOI10.1214/aop/1015345772zbMath1018.60066arXiv1005.3801OpenAlexW3124818369MaRDI QIDQ1872247

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.3801

zbMATH Keywords

iterated Brownian motion Brownian time process half-derivative generator

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

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Cites Work