First hitting time and place for pseudo-processes driven by the equation t = ^N x^N subject to a linear drift
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Publication:2469488
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Cites work
- scientific article; zbMATH DE number 1109779 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A signed measure on path space related to Wiener measure
- Conditional maximal distributions of processes related to higher-order heat-type equations
- Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
- Joint distribution of the first hitting time and first hitting place for a random walk
- Joint distributions of the maximum and the process for higher-order diffusions.
- Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\)
- Monopoles and dipoles in biharmonic pseudo process
- 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
Cited in
(16)- 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
- A review on time-changed pseudoprocesses and related distributions
- Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\)
- 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 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
- scientific article; zbMATH DE number 1109779 (Why is no real title available?)
- 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
- 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
- Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial-boundary value problems
- First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)
- Pseudoprocesses on a circle and related Poisson kernels
- Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
- From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
- An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
- An approach to the biharmonic pseudo process by a random walk.
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