Open Access
December 2017 The approximate pseudorandom walk accompanied by the pseudostochastic process corresponding to a higher-order heat-type equation
Tadashi Nakajima, Sadao Sato
Kyoto J. Math. 57(4): 693-716 (December 2017). DOI: 10.1215/21562261-2017-0012

Abstract

As is well known, a standard random walk is approximate to the stochastic process corresponding to the heat equation. Lachal constructed the approximate pseudorandom walk which is accompanied by the pseudostochastic process corresponding to an even-order heat-type equation. We have two purposes for this article. The first is to construct the approximate pseudorandom walk which is accompanied by the pseudostochastic process corresponding to an odd-order heat-type equation. The other is to propose a construction method for the approximate pseudorandom walk which is accompanied by the pseudostochastic process corresponding to an even-order heat-type equation. This method is different from that of Lachal.

Citation

Download Citation

Tadashi Nakajima. Sadao Sato. "The approximate pseudorandom walk accompanied by the pseudostochastic process corresponding to a higher-order heat-type equation." Kyoto J. Math. 57 (4) 693 - 716, December 2017. https://doi.org/10.1215/21562261-2017-0012

Information

Received: 11 September 2015; Revised: 4 January 2016; Accepted: 25 May 2016; Published: December 2017
First available in Project Euclid: 9 June 2017

zbMATH: 06825575
MathSciNet: MR3725258
Digital Object Identifier: 10.1215/21562261-2017-0012

Subjects:
Primary: 60G20
Secondary: 35K41 , 60G18 , 60K40

Keywords: heat-type equation , Random walk , stochastic pseudoprocess

Rights: Copyright © 2017 Kyoto University

Vol.57 • No. 4 • December 2017
Back to Top