Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\) (Q857098)
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scientific article; zbMATH DE number 5080202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\) |
scientific article; zbMATH DE number 5080202 |
Statements
Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\) (English)
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14 December 2006
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A delicate computation involving the Laplace transform of a pseudo-process and its maximum, with application to their joint law and first hitting time.
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