Higher order PDE'S and iterated processes

Transactions of the American Mathematical Society

Volumn 360, Issue 5, 2008, Pages 2681-2692

  Nane, Erkan ^a,b  

^a PURDUE UNIVERSITY   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

stable process; time process; Exit time; Iterated brownian motion; PDE connection; Subordinate killed brownian motion

Indexed keywords

EID: 45049083932     PISSN: 00029947     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0002-9947-07-04437-6     Document Type: Article

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