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Joint distribution of the process and its sojourn time in a half-line [a,+∞) for pseudo-processes driven by a high-order heat-type equation

Published:2012-01 Issue:1 Volume:122 Page:217-249
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cammarota Valentina,Lachal Aimé

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference22 articles.

1. Conditional maximal distributions of processes related to higher-order heat-type equations;Beghin;Stochastic Process. Appl.,2000

2. The distribution of the local time for pseudoprocesses and its connection with fractional diffusion equations;Beghin;Stochastic Process. Appl.,2005

3. Poisson-type processes governed by fractional and higher-order recursive differential equations;Beghin;Electron. J. Probab.,2010

4. Joint distributions of the maximum and the process for higher-order diffusions;Beghin;Stochastic Process. Appl.,2001

5. Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by higher-order heat equations;Cammarota;Electron. J. Probab.,2010

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1. Pseudoprocesses on a circle and related Poisson kernels;Stochastics;2015-02-18

2. From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided Interval;International Journal of Stochastic Analysis;2014-03-26

3. First exit time from a bounded interval for pseudo-processes driven by the equation∂/∂t=(−1)N−1∂2N/∂x2N;Stochastic Processes and their Applications;2014-02

4. A Review on Time-Changed Pseudoprocesses and Related Distributions;Modern Stochastics and Applications;2013-12-28