Boundary Conditions for One-Dimensional Biharmonic Pseudo Process

Kunio NISHIOKA · Electronic Journal of Probability · 2001

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.

Read the paper · More papers on PaperTik