A Survey on the Pseudo-process Driven by the High-order Heat-type Equation $\boldsymbol{\partial/\partial t=\pm\partial^N\!/\partial x^N}$ Concerning the Hitting and Sojourn Times
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DOI: 10.1007/s11009-011-9245-8
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- Lachal, Aimé, 2008. "First hitting time and place for pseudo-processes driven by the equation subject to a linear drift," Stochastic Processes and their Applications, Elsevier, vol. 118(1), pages 1-27, January.
- Hochberg, Kenneth J. & Orsingher, Enzo, 1994. "The arc-sine law and its analogs for processes governed by signed and complex measures," Stochastic Processes and their Applications, Elsevier, vol. 52(2), pages 273-292, August.
- Beghin, L. & Orsingher, E. & Ragozina, T., 2001. "Joint distributions of the maximum and the process for higher-order diffusions," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 71-93, July.
- Beghin, Luisa & Hochberg, Kenneth J. & Orsingher, Enzo, 2000. "Conditional maximal distributions of processes related to higher-order heat-type equations," Stochastic Processes and their Applications, Elsevier, vol. 85(2), pages 209-223, February.
- Beghin, L. & Orsingher, E., 2005. "The distribution of the local time for "pseudoprocesses" and its connection with fractional diffusion equations," Stochastic Processes and their Applications, Elsevier, vol. 115(6), pages 1017-1040, June.
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- Ansari, Alireza & Askari, Hassan, 2014. "On fractional calculus of A2n+1(x) function," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 487-497.
- Lachal, Aimé, 2014. "First exit time from a bounded interval for pseudo-processes driven by the equation ∂/∂t=(−1)N−1∂2N/∂x2N," Stochastic Processes and their Applications, Elsevier, vol. 124(2), pages 1084-1111.
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Keywords
Pseudo-process; Pseudo-distribution; First hitting or overshooting time; Sojourn time; Up-to-date maximum;All these keywords.
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