Tokyo Journal of Mathematics

On the Joint Distribution of the First Hitting Time and the First Hitting Place to the Space-Time Wedge Domain of a Biharmonic Pseudo Process

Tadashi NAKAJIMA and Sadao SATO

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Abstract

We consider the equation \[ \frac{\partial u}{\partial t}(t,x)=-\Delta^{2}u(t,x) \] for the biharmonic operator $-\Delta^2$. We define the pseudo process corresponding to this equation as Nishioka's sense. We obtain the Laplace-Fourier transform of the joint distribution of the first hitting time $\tau(\omega)=\inf\{t>0:\omega(t)<\alpha t-a\}$ $(a>0, \alpha\in\mathbf{R})$ and the first hitting place $\omega(\tau)$, where each path $\omega(t)$ starts from 0 at $t=0$.

Article information

Source
Tokyo J. Math., Volume 22, Number 2 (1999), 399-413.

Dates
First available in Project Euclid: 31 March 2010

Permanent link to this document
https://projecteuclid.org/euclid.tjm/1270041446

Digital Object Identifier
doi:10.3836/tjm/1270041446

Mathematical Reviews number (MathSciNet)
MR1727883

Zentralblatt MATH identifier
0952.35061

Citation

NAKAJIMA, Tadashi; SATO, Sadao. On the Joint Distribution of the First Hitting Time and the First Hitting Place to the Space-Time Wedge Domain of a Biharmonic Pseudo Process. Tokyo J. Math. 22 (1999), no. 2, 399--413. doi:10.3836/tjm/1270041446. https://projecteuclid.org/euclid.tjm/1270041446


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