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Fall 2014 An approach to the pseudoprocess driven by the equation t=A3x3 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 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.

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Tadashi Nakajima. Sadao Sato. "An approach to the pseudoprocess driven by the equation t=A3x3 by a random walk." Kyoto J. Math. 54 (3) 507 - 528, Fall 2014. https://doi.org/10.1215/21562261-2693415

Information

Published: Fall 2014
First available in Project Euclid: 14 August 2014

zbMATH: 1303.13001
MathSciNet: MR3263549
Digital Object Identifier: 10.1215/21562261-2693415

Subjects:
Primary: 60G20
Secondary: 35K35

Rights: Copyright © 2014 Kyoto University

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Vol.54 • No. 3 • Fall 2014
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