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

Tadashi Nakajima; Sadao Sato

doi:10.1215/21562261-2693415

Translator Disclaimer

Fall 2014 An approach to the pseudoprocess driven by the equation

\frac{\partial}{\partial t}=-A\frac{\partial^{3}}{\partial x^{3}}

by a random walk

Tadashi Nakajima, Sadao Sato

Kyoto J. Math. 54(3): 507-528 (Fall 2014). DOI: 10.1215/21562261-2693415

Abstract

In this paper we study the pseudoprocess driven by $\partial_{t}=-A\partial^{3}_{x}$ . 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.

Citation

Download Citation

Tadashi Nakajima. Sadao Sato. "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 (3) 507 - 528, Fall 2014. https://doi.org/10.1215/21562261-2693415