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arXiv · 1309.5563

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 first hitting times and sojourn times

Aimé Lachal
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Abstract

Fix an integer n>2 and let $(X(t))_{t\ge 0}$ be the pseudo-process driven by the high-order heat-type equation $\partial/\partial t=\pm\partial^N/\partial x^N$. The denomination "pseudo-process" means that $(X(t))_{t\ge 0}$ is related to a signed measure (which is not a probability measure) with total mass equal to 1. In this note, we present some results and discuss some problems concerning the pseudo-distributions of the first overshooting times of a single barrier $\{a\}$ or a double barrier $\{a,b\}$ by $(X(t))_{t\ge 0}$, as well as those of the sojourn times of $(X(t))_{t\ge 0}$ in the intervals $[a,+\infty)$ and $[a,b]$ up to a fixed time.

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Aimé Lachal. 2013-09-22. 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 first hitting times and sojourn times. https://doi.org/10.1007/s11009-011-9245-8

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