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
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Publication:1930603
DOI10.1007/s11009-011-9245-8zbMath1268.60124arXiv1309.5563OpenAlexW3105901548MaRDI QIDQ1930603
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
Related Items (8)
On fractional calculus of \(\mathcal A_{2n+1}(x)\) function ⋮ A Review on Time-Changed Pseudoprocesses and Related Distributions ⋮ On the convolution powers of complex functions on \(\mathbb{Z}\) ⋮ First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\) ⋮ On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\) ⋮ From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval ⋮ Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions ⋮ On the generalized mass transfer with a chemical reaction: Fractional derivative model
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