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2001 Boundary Conditions for One-Dimensional Biharmonic Pseudo Process
Kunio Nishioka
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Electron. J. Probab. 6: 1-27 (2001). DOI: 10.1214/EJP.v6-86

Abstract

We study boundary conditions for a stochastic pseudo processes corresponding to the biharmonic operator. The biharmonic pseudo process (BPP for short). is composed, in a sense, of two different particles, a monopole and a dipole. We show how an initial-boundary problems for a 4-th order parabolic differential equation can be represented by BPP with various boundary conditions for the two particles: killing, reflection and stopping.

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Kunio Nishioka. "Boundary Conditions for One-Dimensional Biharmonic Pseudo Process." Electron. J. Probab. 6 1 - 27, 2001. https://doi.org/10.1214/EJP.v6-86

Information

Accepted: 21 May 2001; Published: 2001
First available in Project Euclid: 19 April 2016

zbMATH: 0978.60087
MathSciNet: MR1844510
Digital Object Identifier: 10.1214/EJP.v6-86

Subjects:
Primary: 60J50
Secondary: 35K35 , 60G18 , 60G20 , 60J30

Keywords: Boundary conditions for biharmonic pseudo process , killing , reflection , stopping

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Vol.6 • 2001
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