Boundary Conditions for One-Dimensional Biharmonic Pseudo Process
Kunio Nishioka, Tokyo Metropolitan University
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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