Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\)

DOI10.1016/j.crma.2006.09.027zbMath1106.60024MaRDI QIDQ857098

Aimé Lachal

Publication date: 14 December 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.09.027

Mathematics Subject Classification ID

60E10: Characteristic functions; other transforms

60J99: Markov processes