Boundary conditions for one-dimensional biharmonic pseudo process
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Publication:5936794
DOI10.1214/EJP.v6-86zbMath0978.60087MaRDI QIDQ5936794
Publication date: 1 August 2001
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/121571
Initial-boundary value problems for higher-order parabolic equations (35K35) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18) Boundary theory for Markov processes (60J50)
Related Items (12)
Iterated Brownian motion in an open set. ⋮ Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\) ⋮ An Itô calculus for a class of limit processes arising from random walks on the complex plane ⋮ 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 ⋮ First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\) ⋮ From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval ⋮ 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 ⋮ Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions ⋮ Probabilistic representation formula for the solution of fractional high-order heat-type equations ⋮ The distribution of the local time for ``pseudoprocesses and its connection with fractional diffusion equations ⋮ Explicit solutions of some fractional partial differential equations via stable subordinators ⋮ High order heat-type equations and random walks on the complex plane
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