On sojourn distributions of processes related to some higher-order heat-type equations

Journal of Theoretical Probability

Volumn 13, Issue 4, 2000, Pages 997-1012

  Nikitin, Y ^a   Orsingher, E ^b  

^a ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Airy function; Arc sine law; Brownian motion; Feynman kac functional; Higher order heat equations; Laplace transform; Sojourn time

Indexed keywords

EID: 0034562634     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007861923910     Document Type: Article

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