Boundary Conditions for One-Dimensional Biharmonic Pseudo Process

Kunio Nishioka (Tokyo Metropolitan University)


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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Pages: 1-27

Publication Date: May 21, 2001

DOI: 10.1214/EJP.v6-86


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