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

DOI10.1016/J.SPA.2005.02.001MaRDI QIDQ2485863zbMATH OpenOpenAlexFDO

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

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)

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• Boundary conditions for one-dimensional biharmonic pseudo process
• 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
• Fractional diffusion and wave equations
• Generalized Measures in Function Spaces
• Integrodifferential equation which interpolates the heat equation and the wave equation
• Joint distributions of the maximum and the process for higher-order diffusions.
• Monopoles and dipoles in biharmonic pseudo process
• The arc-sine law and its analogs for processes governed by signed and complex measures
• The fractional diffusion equation
• Time-fractional telegraph equations and telegraph processes with Brownian time

Cited in

(18)

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

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