First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial/\partial t = \pm\partial^N/\partial x^N$
Probability
2014-02-14 v1
Abstract
Consider the high-order heat-type equation for an integer and introduce the related Markov pseudo-process . In this paper, we study several functionals related to : the maximum and minimum up to time ; the hitting times and of the half lines and respectively. We provide explicit expressions for the distributions of the vectors and , as well as those of the vectors and .
Keywords
Cite
@article{arxiv.math/0702541,
title = {First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial/\partial t = \pm\partial^N/\partial x^N$},
author = {Aimé Lachal},
journal= {arXiv preprint arXiv:math/0702541},
year = {2014}
}
Comments
51 pages