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Joint Distribution of the Process and its Sojourn Time on the Positive Half-Line for Pseudo-Processes Governed by High-Order Heat Equation


 
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1. Title Title of document Joint Distribution of the Process and its Sojourn Time on the Positive Half-Line for Pseudo-Processes Governed by High-Order Heat Equation
 
2. Creator Author's name, affiliation, country Aimé Lachal; INSA de Lyon; France
 
2. Creator Author's name, affiliation, country Valentina Cammarota; University of Rome La Sapienza; Italy
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) pseudo-process, joint distribution of the process and its sojourn time, Spitzer's identity.
 
3. Subject Subject classification Primary 60G20; Secondary 60J25, 60K35, 60J05.
 
4. Description Abstract Consider the high-order heat-type equation $\partial_t u=\pm \partial^n_x u$ for an integer $n>2$ and introduce the related Markov pseudo-process $(X(t))_{t\geq0}$. In this paper, we study the sojourn time $T(t)$ in the interval $[0,+\infty)$ up to a fixed time $t$ for this pseudo-process. We provide explicit expressions for the joint distribution of the couple $(T(t),X(t))$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2010-06-17
 
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/782
 
10. Identifier Digital Object Identifier 10.1214/EJP.v15-782
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 15
 
12. Language English=en
 
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