First exit time from a bounded interval for pseudo-processes driven by the equation∂/∂t=(−1)N−1∂2N/∂x2N-Reference-Cited by-同舟云学术

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First exit time from a bounded interval for pseudo-processes driven by the equation∂/∂t=(−1)N−1∂2N/∂x2N

Published:2014-02 Issue:2 Volume:124 Page:1084-1111
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Lachal Aimé

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference23 articles.

1. The probabilistic representation of the exponent of a class of pseudo-differential operators;Albeverio;J. Global Stoch. Anal.,2011

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

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

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 in the positive half-line for pseudo-processes governed by high-order heat equation;Cammarota;Electron. J. Probab.,2010

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. 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

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