The equation of symmetric Markovian random evolution in a plane

Alexander D. Kolesnik and Anatoly F. Turbin

Stochastic Processes and their Applications, 1998, vol. 75, issue 1, 67-87

Abstract: 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.

Keywords: Random; evolution; Random; motion; Diffusion; with; finite; speed; High-order; hyperbolic; equation (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (5)

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