Lachal, Aimé - In: Stochastic Processes and their Applications 124 (2014) 2, pp. 1084-1111
Let N be an integer greater than 1. We consider the pseudo-process X=(Xt)t≥0 driven by the high-order heat-type equation ∂/∂t=(−1)N−1∂2N/∂x2N. Let us introduce the first exit time τab from a bounded interval (a,b) by X (a,b∈R) together with the related location, namely Xτab.
