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First Hitting Time and Place, Monopoles and Multipoles for Pseudo-Processes Driven by the Equation $\partial u/\partial t=\pm\partial^N u/\partial x^N$

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	First Hitting Time and Place, Monopoles and Multipoles for Pseudo-Processes Driven by the Equation $\partial u/\partial t=\pm\partial^N u/\partial x^N$
2.	Creator	Author's name, affiliation, country	Aimé Lachal; INSA de Lyon
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	pseudo-process; joint distribution of the process and its maximum/minimum;first hitting time and place; Multipoles; Spitzer's identity
3.	Subject	Subject classification	60G20;60J25
4.	Description	Abstract	Consider the high-order heat-type equation $\partial u/\partial t=\pm\partial^N u/\partial x^N$ for an integer $N>2$ and introduce the related Markov pseudo-process $(X(t))_{t\ge 0}$. In this paper, we study several functionals related to $(X(t))_{t\ge 0}$: the maximum $M(t)$ and minimum $m(t)$ up to time $t$; the hitting times $\tau_a^+$ and $\tau_a^-$ of the half lines $(a,+\infty)$ and $(-\infty,a)$ respectively. We provide explicit expressions for the distributions of the vectors $(X(t),M(t))$ and $(X(t),m(t))$, as well as those of the vectors $(\tau_a^+,X(\tau_a^+))$ and $(\tau_a^-,X(\tau_a^-))$.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2007-03-28
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/399
10.	Identifier	Digital Object Identifier	10.1214/EJP.v12-399
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 12
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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