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 Electronic Journal of Probability > Vol. 6 (2001) > Paper 13 open journal systems 


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.


Full text: PDF

Pages: 1-27

Published on: May 21, 2001
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Electronic Journal of Probability. ISSN: 1083-6489