An approach to the pseudoprocess driven by the equation ∂∂t=−A∂3∂x3 by a random walk

Abstract

In this paper we study the pseudoprocess driven by ${\partial }_t=-A{\partial }_x^3$. 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.