A correlated random walk model for two-dimensional diffusion

DOI10.2307/3213636zbMath0544.60065OpenAlexW2324117107MaRDI QIDQ3333827

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Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213636

zbMATH Keywords

characteristic functionlattice random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Stochastic motions driven by wave equations

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