The equation of symmetric Markovian random evolution in a plane

A model of symmetric random evolution in a plane with , directions controlled by a homogeneous Poisson process is studied. A governing high-order hyperbolic equation is obtained. Its parabolic approximation is also given.

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Year of publication:	1998
Authors:	Kolesnik, Alexander D. ; Turbin, Anatoly F.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 75.1998, 1, p. 67-87
Publisher:	Elsevier
Keywords:	Random evolution Random motion Diffusion with finite speed High-order hyperbolic equation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875102