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

DOI10.1007/s11009-011-9245-8zbMath1268.60124arXiv1309.5563MaRDI QIDQ1930603

Aimé Lachal

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5563

zbMATH Keywords

sojourn time; first hitting time; pseudo-process; overshooting time; pseudo-distribution; up-to-date maximum

Mathematics Subject Classification ID

60K99: Special processes

60G20: Generalized stochastic processes