Literature Cited
C. W. Gardiner, Handbook of Stochatic Methods, Berlin: Springer-Verlag (1985).
I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series and Products, New York: Academic Press (1980).
K. J. Hochberg, “A signed measure on path space related to Wiener measure,” Annals of Probability,”6, 433–458 (1978).
V. Yu. Krylov, “Some properties of the distribution corresponding to the equation\({{\partial u} \mathord{\left/ {\vphantom {{\partial u} {\partial t}}} \right. \kern-\nulldelimiterspace} {\partial t}} = ( - 1)^{{{n + 1_\partial 2g_u } \mathord{\left/ {\vphantom {{n + 1_\partial 2g_u } {\partial x^2 g}}} \right. \kern-\nulldelimiterspace} {\partial x^2 g}}}\)” Soviet. Math. Dokl.,1, 260–263 (1960).
E. Orsingher, “Brownian fluctuations in space-time with applications to vibrations of rods,” Stoch. Proc. Appl.23, 221–234 (1986).
V. S. Smirnov, Cours e Mathématiques Supérrieures. Tome III. Deuxieme Partie, Moscow: Editions, Mir (1972).
Additional information
Dipartamento di Statistica, Probabilita e Statistiche Applicate, University of Rome, “La Sapienza,” Italy. Published in Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 31, No. 2, pp. 323–336, April–June, 1991.
Rights and permissions
About this article
Cite this article
Orsingher, E. Processes governed by signed measures connected with third-order “heat-type” equations. Lith Math J 31, 220–231 (1991). https://doi.org/10.1007/BF00970819
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00970819