An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk

DOI10.1215/21562261-2693415zbMath1310.60032OpenAlexW2026280208MaRDI QIDQ2258607

Tadashi Nakajima, Sadao Sato

Publication date: 26 February 2015

Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kjm/1408020875

zbMATH Keywords

first hitting timefirst hitting placepseudo-random walkpseudoprocess

Mathematics Subject Classification ID

Initial-boundary value problems for higher-order parabolic equations (35K35) Generalized stochastic processes (60G20)

Cites Work

• Probabilistic construction of the solution of some higher order parabolic differential equation
• A signed measure on path space related to Wiener measure
• An approach to the biharmonic pseudo process by a random walk.
• 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
• First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation \(\frac{\partial}{\partial t}=\pm \frac {\partial ^{N}}{\partial x^N}\)
• 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
• Biharmonic functions and Brownian motion
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