메뉴 건너뛰기




Volumn 9, Issue 2, 1996, Pages 511-532

Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations

Author keywords

Brownian motion; Integrated telegraph process; Stable process

Indexed keywords


EID: 21344452030     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02214661     Document Type: Article
Times cited : (46)

References (11)
  • 1
    • 0002163527 scopus 로고
    • Some path properties of iterated Brownian motion
    • Çinlar, E., Chung, K. L., and Sharpe, M. (eds.), Birkhäuser, Boston
    • Burdzy, K. (1993). Some path properties of iterated Brownian motion, In Çinlar, E., Chung, K. L., and Sharpe, M. (eds.), Seminar on Stochastic Processes 1992, Birkhäuser, Boston, pp. 67-87.
    • (1993) Seminar on Stochastic Processes 1992 , pp. 67-87
    • Burdzy, K.1
  • 5
    • 0001601561 scopus 로고
    • Probabilistic construction of the solution of some higher order parabolic differential equation
    • Funaki, T. (1979). Probabilistic construction of the solution of some higher order parabolic differential equation, Proc. Japan Acad. A 55, 176-179.
    • (1979) Proc. Japan Acad. A , vol.55 , pp. 176-179
    • Funaki, T.1
  • 6
    • 0000505976 scopus 로고
    • A signed measure on path space related to Wiener measure
    • Hochberg, K. J. (1978). A signed measure on path space related to Wiener measure, Ann. Prob. 6, 433-458.
    • (1978) Ann. Prob. , vol.6 , pp. 433-458
    • Hochberg, K.J.1
  • 7
    • 0001962747 scopus 로고
    • The arc-sine law and its analogues for processes governed by signed and complex measures
    • Hochberg, K. J., and Orsingher, E. (1994). The arc-sine law and its analogues for processes governed by signed and complex measures, Stock. Proc. Appl. 52, 273-292.
    • (1994) Stock. Proc. Appl. , vol.52 , pp. 273-292
    • Hochberg, K.J.1    Orsingher, E.2
  • 10
    • 38249039030 scopus 로고
    • Brownian fluctuations in space-time with applications to vibrations of rods
    • Orsingher, E. (1986). Brownian fluctuations in space-time with applications to vibrations of rods, Stock. Proc. Appl. 23, 221-234.
    • (1986) Stock. Proc. Appl. , vol.23 , pp. 221-234
    • Orsingher, E.1
  • 11
    • 45149137464 scopus 로고
    • Probability law, flow function, maximum distribution of wave-governed random motions and their connection with Kirchhoff's law
    • Orsingher, E. (1990). Probability law, flow function, maximum distribution of wave-governed random motions and their connection with Kirchhoff's law, Stock. Proc. Appl. 34, 49-66.
    • (1990) Stock. Proc. Appl. , vol.34 , pp. 49-66
    • Orsingher, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.