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

DOI10.1016/j.spa.2011.08.004zbMath1234.60040OpenAlexW1992997842MaRDI QIDQ655324

Aimé Lachal, Valentina Cammarota

Publication date: 4 January 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.08.004

zbMATH Keywords

Mittag-Leffler functionLaplace transformsboundary value problemssojourn timeVandermonde systems

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 (4)

A Review on Time-Changed Pseudoprocesses and Related Distributions ⋮ 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 ⋮ Pseudoprocesses on a circle and related Poisson kernels

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