Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation t= ^N x^N

DOI10.1016/J.CRMA.2006.09.027zbMATH Open1106.60024OpenAlexW2010565032MaRDI QIDQ857098FDOQ857098

A. 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

Characteristic functions; other transforms (60E10) Markov processes (60J99)

Cites Work

• Joint distributions of the maximum and the process for higher-order diffusions.
• Conditional maximal distributions of processes related to higher-order heat-type equations
• Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
• Monopoles and dipoles in biharmonic pseudo process
• On the joint distribution of the first hitting time and the first hitting place to the space-time wedge domain of a biharmonic pseudo process
• Title not available (Why is that?)
• Boundary conditions for one-dimensional biharmonic pseudo process

Cited In (6)

• First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
• First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift
• 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
• Title not available (Why is that?)
• 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
• From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval

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