A Survey on the Pseudo-process Driven by the High-order Heat-type Equation $\boldsymbol{\partial/\partial t=\pm\partial^N\!/\partial x^N}$ Concerning the Hitting and Sojourn Times-Reference-Cited by-同舟云学术

A Survey on the Pseudo-process Driven by the High-order Heat-type Equation $\boldsymbol{\partial/\partial t=\pm\partial^N\!/\partial x^N}$ Concerning the Hitting and Sojourn Times

Published:2011-08-06 Issue:3 Volume:14 Page:549-566
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Lachal Aimé

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-011-9245-8.pdf

Reference19 articles.

1. Beghin L, Orsingher E (2005) The distribution of the local time for “pseudoprocesses” and its connection with fractional diffusion equations. Stoch Process Their Appl 115:1017–1040

2. Beghin L, Hochberg KJ, Orsingher E (2000) Conditional maximal distributions of processes related to higher-order heat-type equations. Stoch Process Their Appl 85(2):209–223

3. Beghin L, Orsingher O, Ragozina T (2001) Joint distributions of the maximum and the process for higher-order diffusions. Stoch Process Their Appl 94(1):71–93

4. Cammarota V, Lachal A (2010a) Joint distribution of the process and its sojourn time in the positive half-line for pseudo-processes governed by high-order heat equation. Electron J Probab 15:895–931

5. Cammarota V, Lachal A (2010b) Joint distribution of the process and its sojourn time in a half-line for pseudo-processes governed by higher-order heat-type equations. Stoch Process Their Appl (to appear)

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