On the joint distribution of the first hitting time and the first hitting place to the space-time wedge domain of a biharmonic pseudo process
DOI10.3836/TJM/1270041446zbMATH Open0952.35061OpenAlexW2055014408MaRDI QIDQ1970883FDOQ1970883
Authors: Tadashi Nakajima, Sadao Sato 
Publication date: 11 January 2001
Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3836/tjm/1270041446
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Cited In (12)
- Explicit solutions of some fractional partial differential equations via stable subordinators
- Joint distribution of the first hitting time and first hitting place for a random walk
- First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
- A note on Spitzer identity for random walk
- First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift
- An approach to the biharmonic pseudo process by a random walk.
- Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation
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- Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\)
- An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
- 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
- From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
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