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.2006.09.027MaRDI QIDQ857098zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• 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
• First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)
• 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
• First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)

Cites work

• scientific article; zbMATH DE number 1109779 (Why is no real title available?)
• Boundary conditions for one-dimensional biharmonic pseudo process
• 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
• Joint distributions of the maximum and the process for higher-order diffusions.
• 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

Cited in

(6)

• 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
• First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
• 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
• scientific article; zbMATH DE number 1109779 (Why is no real title available?)
• 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
• From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q857098)