First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)

DOI10.1214/EJP.v12-399zbMath1128.60028arXivmath/0702541OpenAlexW2089499024MaRDI QIDQ2461972

Publication date: 23 November 2007

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

Full work available at URL: https://arxiv.org/abs/math/0702541

zbMATH Keywords

heat-type equation Spitzer's identity joint distribution of the process and its maximum/minimum Markov pseudo-process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Generalized stochastic processes (60G20)

Related Items (11)

A Review on Time-Changed Pseudoprocesses and Related Distributions ⋮ 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 ⋮ On the convolution powers of complex functions on \(\mathbb{Z}\) ⋮ Pseudoprocesses related to higher-order equations of vibrations of rods ⋮ First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\) ⋮ From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval ⋮ Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes ⋮ 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 ⋮ An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk ⋮ Bessel processes and hyperbolic Brownian motions stopped at different random times ⋮ First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions

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