Conditional maximal distributions of processes related to higher-order heat-type equations

Stochastic Processes and their Applications

Volumn 85, Issue 2, 2000, Pages 209-223

  Beghin, Luisa ^a   Hochberg, Kenneth J ^b,c   Orsingher, Enzo ^a  

^a Probabilita Statistiche A   (Italy)

^b BAR ILAN UNIVERSITY   (Israel)

^c ARIEL UNIVERSITY   (Israel)

Author keywords

Airy functions; Brownian motion; Feynman Kac functional; Higher order heat type equations; Laplace transforms; Maximal distribution; Signed measures; Stable laws

Indexed keywords

EID: 0042123080     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00074-5     Document Type: Article

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