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

DOI10.1007/BF02214661zbMath0878.60050OpenAlexW2040758918MaRDI QIDQ678091

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

zbMATH Keywords

Brownian motionstable processintegrated telegraph process

Mathematics Subject Classification ID

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

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Cites Work

• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• Brownian fluctuations in space-time with applications to vibrations of rods
• Probabilistic construction of the solution of some higher order parabolic differential equation
• 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
• Chung's law of the iterated logarithm for iterated Brownian motion
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