The distribution of the local time for ``pseudoprocesses and its connection with fractional diffusion equations

DOI10.1016/J.SPA.2005.02.001zbMATH Open1073.60076OpenAlexW2009972048MaRDI QIDQ2485863FDOQ2485863

Authors: L. Beghin, Enzo Orsingher 

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.02.001

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• Pseudo-processes governed by higher-order fractional differential equations
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• Fractional diffusion equations and processes with randomly varying time
• 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
• Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation

zbMATH Keywords

heat-type equationMittag-Leffler functionsstable lawsWright functionsVandermonde determinantFeynman-Kac functional

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Local time and additive functionals (60J55)

Cites Work

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• The fractional diffusion equation
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• Boundary conditions for one-dimensional biharmonic pseudo process
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Cited In (18)

• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
• Probabilistic representation of solutions for a class of evolution equations
• A review on time-changed pseudoprocesses and related distributions
• On the solutions of linear odd-order heat-type equations with random initial conditions
• On the third initial-boundary value problem for some class of pseudo-differential equations related to a symmetric \(\alpha\)-stable process
• Fractional diffusion equations and processes with randomly varying time
• Pseudoprocesses related to higher-order equations of vibrations of rods
• Pseudoprocesses related to space-fractional higher-order heat-type equations
• First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
• Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
• Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
• Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial-boundary value problems
• Pseudo-processes governed by higher-order fractional differential equations
• Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
• 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
• On sojourn distributions of processes related to some higher-order heat-type equations
• 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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