A Review on Time-Changed Pseudoprocesses and Related Distributions
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Publication:2946084
DOI10.1007/978-3-319-03512-3_3zbMath1338.60136OpenAlexW2188233036MaRDI QIDQ2946084
Publication date: 16 September 2015
Published in: Modern Stochastics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_3
Stochastic processes (60G99) Stable stochastic processes (60G52) Higher-order parabolic equations (35K25)
Cites Work
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- Probabilistic representation of fundamental solutions to \(\frac{\partial u}{\partial t} = \kappa _m \frac{\partial^m u}{\partial x^m}\)
- Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation
- 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
- A signed measure on path space related to Wiener measure
- Distributions of sojourn time, maximum and minimum for pseudo-processes governed by 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
- Higher-order Laplace equations and hyper-Cauchy distributions
- First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)
- 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
- Asymptotic behaviour of the fundamental solution to ∂ u /∂ t = — ( — ∆) m u
- Asymptotic expansion of fundamental solutions of higher order heat equations
- Diffusion Equation and Stochastic Processes
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