Planar random motions with drift

E. Orsingher and Nikita Ratanov ()

International Journal of Stochastic Analysis, 2002, vol. 15, 1-17

Abstract:

In this paper we consider planar random motions with four directions and four different speeds, switching at Poisson paced times. We are able to obtain, in some cases, the explicit distribution of the position ( X ( t ) , Y ( t ) ) , t > 0 in all its components (the discrete one, lying on the edge ∂ Q t of the probability support Q t , as well as the absolutely continuous one, concentrated inside Q t ).

Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:890951

DOI: 10.1155/S1048953302000175

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