Aim'e Lachal

activity

20072016

most citedFirst hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation

\partial / \partial t = \pm \partial^{N} / \partial x^{N}

19 citations · 62 across the 15 of their papers we have counts for

collaborators

Showing 2007Show all

2 papers · 1 filter

math.PR2007

Chung's law for homogeneous Brownian functionals

Aimé Lachal, Thomas Simon

Consider the first exit time $T_{a, b}$ from a finite interval $[- a, b]$ for an homogeneous fluctuating functional $X$ of a linear Brownian motion. We show the existence of a finite…

math.PR2007★ 19 cited

First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial / \partial t = \pm \partial^{N} / \partial x^{N}$

Aimé Lachal

Consider the high-order heat-type equation $\partial u / \partial t = \pm \partial^{N} u / \partial x^{N}$ for an integer $N > 2$ and introduce the related Markov pseudo-process $(X(t))_{t\ge 0…

Chung's law for homogeneous Brownian functionals

First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation ∂/∂t=±∂N/∂xN

First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial / \partial t = \pm \partial^{N} / \partial x^{N}$