Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation

DOI10.1214/EJP.v15-782zbMath1231.60032arXiv1001.4201OpenAlexW2023860351MaRDI QIDQ638304

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.4201

zbMATH Keywords

pseudo-process joint distribution of the process and its sojourn time Spitzer's identity

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Generalized stochastic processes (60G20)

Related Items (7)

A Review on Time-Changed Pseudoprocesses and Related Distributions ⋮ 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 ⋮ Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes ⋮ 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 ⋮ Bessel processes and hyperbolic Brownian motions stopped at different random times

This page was built for publication: Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation