On the joint distribution of the first hitting time and the first hitting place to the space-time wedge domain of a biharmonic pseudo process
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Publication:1970883
DOI10.3836/tjm/1270041446zbMath0952.35061OpenAlexW2055014408MaRDI QIDQ1970883
Publication date: 11 January 2001
Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3836/tjm/1270041446
Initial-boundary value problems for second-order parabolic equations (35K20) Fundamental solutions to PDEs (35A08) Transform methods (e.g., integral transforms) applied to PDEs (35A22)
Related Items (10)
Joint law of the process and its maximum, first hitting time and place of half-line for the pseudo-process driven by the equation \(\frac {\partial}{\partial t}= \pm \frac {\partial^{N}}{\partial x^{N}}\) ⋮ A survey on the pseudo-process driven by the high-order heat-type equation \(\partial/\partial t=\pm\partial^N\!/\partial x^N\) concerning the hitting and sojourn times ⋮ First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\) ⋮ From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval ⋮ Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation ⋮ First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift ⋮ A note on Spitzer identity for random walk ⋮ An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk ⋮ Explicit solutions of some fractional partial differential equations via stable subordinators ⋮ Joint distribution of the first hitting time and first hitting place for a random walk
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