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
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Publication:655324
DOI10.1016/j.spa.2011.08.004zbMath1234.60040MaRDI QIDQ655324
Aimé Lachal, Valentina Cammarota
Publication date: 4 January 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.08.004
Mittag-Leffler function; Laplace transforms; boundary value problems; sojourn time; Vandermonde systems
60J25: Continuous-time Markov processes on general state spaces
60J05: Discrete-time Markov processes on general state spaces
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60G20: Generalized stochastic processes
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