Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations

DOI10.1007/BF02214661zbMATH Open0878.60050OpenAlexW2040758918MaRDI QIDQ678091FDOQ678091

Kenneth J. Hochberg, Enzo Orsingher

Publication date: 10 November 1997

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214661

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zbMATH Keywords

Brownian motionstable processintegrated telegraph process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Initial value problems for higher-order parabolic equations (35K30) Transition functions, generators and resolvents (60J35)

Cites Work

• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Title not available (Why is that?)
• Chung's law of the iterated logarithm for iterated Brownian motion
• A signed measure on path space related to Wiener measure
• The arc-sine law and its analogs for processes governed by signed and complex measures
• Brownian fluctuations in space-time with applications to vibrations of rods
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Cited In (28)

• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
• Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
• Central limit theorem for solutions of random initialized differential equations: a simple proof
• Fractional diffusion equations and processes with randomly varying time
• Brownian-time processes: The PDE connection and the half-derivative generator
• An Itô calculus for a class of limit processes arising from random walks on the complex plane
• The last zero-crossing of an iterated brownian motion with drift
• Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
• Bessel processes and hyperbolic Brownian motions stopped at different random times
• Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
• Joint distributions of the maximum and the process for higher-order diffusions.
• Probabilistic representations for the solution of higher order differential equations
• INTERACTING TIME-FRACTIONAL AND Δ^ν PDES SYSTEMS VIA BROWNIAN-TIME AND INVERSE-STABLE-LÉVY-TIME BROWNIAN SHEETS
• Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
• Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
• STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ^d
• On the convolution powers of complex functions on \(\mathbb{Z}\)
• A unified approach to infinite-dimensional integration
• Iterated processes and their applications to higher order differential equations
• Generalized Feynman path integrals and applications to higher-order heat-type equations
• Averaging for fundamental solutions of parabolic equations
• A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
• Stochastic processes and perturbation problems defined by parabolic equations with a small parameter
• L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
• Title not available (Why is that?)
• Iterated Brownian motion in an open set.
• A signed measure on rough paths associated to a PDE of high order: results and conjectures
• High order heat-type equations and random walks on the complex plane

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