-
1
-
-
63549089594
-
Brownian subordinators and fractional Cauchy problems
-
Baeumer, B., Meerschaert, M. M., Nane, E.: Brownian subordinators and fractional Cauchy problems. Trans. Am. Math. Soc. 361(7), 3915-3930 (2009).
-
(2009)
Trans. Am. Math. Soc.
, vol.361
, Issue.7
, pp. 3915-3930
-
-
Baeumer, B.1
Meerschaert, M.M.2
Nane, E.3
-
2
-
-
64549131347
-
Iterated elastic Brownian motions and fractional diffusion equations
-
Beghin, L., Orsingher, E.: Iterated elastic Brownian motions and fractional diffusion equations. Stoch. Process. Appl. 119(6), 1975-2003 (2009).
-
(2009)
Stoch. Process. Appl.
, vol.119
, Issue.6
, pp. 1975-2003
-
-
Beghin, L.1
Orsingher, E.2
-
3
-
-
0037969381
-
Explicit solutions of some fourth order partial differential equations via iterated Brownian motion
-
Ascona1996Progr. Probab, Basel: Birkhäuser
-
Benachour, S., Roynette, B., Vallois, P.: Explicit solutions of some fourth order partial differential equations via iterated Brownian motion. In: Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, 1996. Progr. Probab., vol. 45, pp. 39-61. Birkhäuser, Basel (1999).
-
(1999)
Seminar on Stochastic Analysis, Random Fields and Applications
, vol.45
, pp. 39-61
-
-
Benachour, S.1
Roynette, B.2
Vallois, P.3
-
5
-
-
77955433909
-
Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation
-
Cammarota, V., Lachal, A.: Joint distribution of the process and its sojourn time on the positive half-line for pseudo-processes governed by high-order heat equation. Electron. J. Probab. 28, 895-931 (2010).
-
(2010)
Electron. J. Probab.
, vol.28
, pp. 895-931
-
-
Cammarota, V.1
Lachal, A.2
-
7
-
-
78751585065
-
Bessel processes and hyperbolic Brownian motions stopped at different random times
-
D'Ovidio, M., Orsingher, E.: Bessel processes and hyperbolic Brownian motions stopped at different random times. Stoch. Process. Appl. 121, 441-465 (2011).
-
(2011)
Stoch. Process. Appl.
, vol.121
, pp. 441-465
-
-
D'Ovidio, M.1
Orsingher, E.2
-
9
-
-
84972571026
-
Integrodifferential equation which interpolates the heat equation and the wave equation. II
-
Fujita, Y.: Integrodifferential equation which interpolates the heat equation and the wave equation. II. Osaka J. Math. 27, 797-804 (1990).
-
(1990)
Osaka J. Math.
, vol.27
, pp. 797-804
-
-
Fujita, Y.1
-
10
-
-
0000505976
-
A signed measure on path space related to Wiener measure
-
Hochberg, K. J.: A signed measure on path space related to Wiener measure. Ann. Probab. 6, 433-458 (1978).
-
(1978)
Ann. Probab.
, vol.6
, pp. 433-458
-
-
Hochberg, K.J.1
-
11
-
-
21344452030
-
Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
-
Hochberg, K. J., Orsingher, E.: Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. J. Theor. Probab. 9, 511-530 (1996).
-
(1996)
J. Theor. Probab.
, vol.9
, pp. 511-530
-
-
Hochberg, K.J.1
Orsingher, E.2
-
13
-
-
10644295369
-
Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
-
Lachal, A.: Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations. Electron. J. Probab. 8, 1-53 (2003).
-
(2003)
Electron. J. Probab.
, vol.8
, pp. 1-53
-
-
Lachal, A.1
-
15
-
-
0042107277
-
On the measure on functional spaces corresponding to complex and diffusion coefficients
-
(in Russian)
-
Ladokhin, V. I.: On the measure on functional spaces corresponding to complex and diffusion coefficients. Uch. Zap. Kazan Univ. 123(6), 36-42 (1963) (in Russian).
-
(1963)
Uch. Zap. Kazan Univ.
, vol.123
, Issue.6
, pp. 36-42
-
-
Ladokhin, V.I.1
-
16
-
-
85204095378
-
Complex-valued distributions in one-dimensional spaces (quasi-measures)
-
Ladokhin, V. I.: Complex-valued distributions in one-dimensional spaces (quasi-measures). Teor. Verojatnost. i Primenen. 9, 753-756 (1964).
-
(1964)
Teor. Verojatnost. I Primenen.
, vol.9
, pp. 753-756
-
-
Ladokhin, V.I.1
-
18
-
-
84972526382
-
Brownian motions on a half-line
-
Itô, K., McKean, H. P.: Brownian motions on a half-line. Ill. J. Math. 7, 181-231 (1963).
-
(1963)
Ill. J. Math.
, vol.7
, pp. 181-231
-
-
Itô, K.1
McKean, H.P.2
-
20
-
-
0034562634
-
On sojourn distributions of processes related to some higher-order heat-type equations
-
Nikitin, Y., Orsingher, E.: On sojourn distributions of processes related to some higher-order heat-type equations. J. Theor. Probab. 134, 997-1012 (2000).
-
(2000)
J. Theor. Probab.
, vol.13
, Issue.4
, pp. 997-1012
-
-
Nikitin, Y.1
Orsingher, E.2
-
21
-
-
21344467982
-
Monopoles and dipoles in biharmonic pseudo-process
-
Nishioka, K.: Monopoles and dipoles in biharmonic pseudo-process. Proc. Jpn. Acad., Ser. A, Math. Sci. 72, 47-50 (1996).
-
(1996)
Proc. Jpn. Acad., Ser. A, Math. Sci.
, vol.72
, pp. 47-50
-
-
Nishioka, K.1
-
22
-
-
0037631104
-
The first hitting time and place of a half-line by a biharmonic pseudo process
-
Nishioka, K.: The first hitting time and place of a half-line by a biharmonic pseudo process. Jpn. J. Math. 23, 235-280 (1997).
-
(1997)
Jpn. J. Math.
, vol.23
, pp. 235-280
-
-
Nishioka, K.1
-
23
-
-
38249039030
-
Brownian fluctuations in space-time with applications to vibrations of rods
-
Orsingher, E.: Brownian fluctuations in space-time with applications to vibrations of rods. Stoch. Process. Appl. 23(2), 221-234 (1986).
-
(1986)
Stoch. Process. Appl.
, vol.23
, Issue.2
, pp. 221-234
-
-
Orsingher, E.1
-
24
-
-
63049113652
-
Fractional diffusion equations and processes with randomly varying time
-
Orsingher, E., Beghin, L.: Fractional diffusion equations and processes with randomly varying time. Ann. Probab. 37, 206-249 (2009).
-
(2009)
Ann. Probab.
, vol.37
, pp. 206-249
-
-
Orsingher, E.1
Beghin, L.2
|