Kyoto Journal of Mathematics

An approach to the pseudoprocess driven by the equation t=A3x3 by a random walk

Tadashi Nakajima and Sadao Sato

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Abstract

In this paper we study the pseudoprocess driven by t=Ax3. Our method is an approximation by the pseudo–random walk. We obtain their joint distribution of the first hitting time and the first hitting place. In addition, this result is provided by the alternate method of Shimoyama.

Article information

Source
Kyoto J. Math., Volume 54, Number 3 (2014), 507-528.

Dates
First available in Project Euclid: 14 August 2014

Permanent link to this document
https://projecteuclid.org/euclid.kjm/1408020875

Digital Object Identifier
doi:10.1215/21562261-2693415

Mathematical Reviews number (MathSciNet)
MR3263549

Zentralblatt MATH identifier
1303.13001

Subjects
Primary: 60G20: Generalized stochastic processes
Secondary: 35K35: Initial-boundary value problems for higher-order parabolic equations

Citation

Nakajima, Tadashi; Sato, Sadao. An approach to the pseudoprocess driven by the equation $\frac{\partial}{\partial t}=-A\frac{\partial^{3}}{\partial x^{3}}$ by a random walk. Kyoto J. Math. 54 (2014), no. 3, 507--528. doi:10.1215/21562261-2693415. https://projecteuclid.org/euclid.kjm/1408020875


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References

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