scientific article; zbMATH DE number 4205551

MaRDI QIDQ3353923zbMATH OpenFDO

Authors Enzo Orsingher

Publication date 1991

zbMATH Keywords

arc-sine lawFeynman-Kac functionalhigher order heat-type equationssigned measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Recommendations

• On behaviors of the stochastic pseudo processes governed by third-order heat type equations
• Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
• Joint distributions of the maximum and the process for higher-order diffusions.
• The arc-sine law and its analogs for processes governed by signed and complex measures
• 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

Cited in

(7)

• The arc-sine law and its analogs for processes governed by signed and complex measures
• Conditional maximal distributions of processes related to higher-order heat-type equations
• Higher-order Laplace equations and hyper-Cauchy distributions
• Nonlocal in-time telegraph equation and telegraph processes with random time
• A review on time-changed pseudoprocesses and related distributions
• On behaviors of the stochastic pseudo processes governed by third-order heat type equations
• Bessel processes and hyperbolic Brownian motions stopped at different random times

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