The Equations of Markovian Random Evolution on the Line
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Publication:4393822
DOI10.1239/jap/1032192548zbMath0905.60072OpenAlexW2065112098MaRDI QIDQ4393822
Publication date: 19 January 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1032192548
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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A note on the conditional probabilities of the telegraph process ⋮ Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes ⋮ Linear combinations of the telegraph random processes driven by partial differential equations ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ A Damped Telegraph Random Process with Logistic Stationary Distribution ⋮ Unnamed Item ⋮ Piecewise deterministic processes following two alternating patterns ⋮ The equation of symmetric Markovian random evolution in a plane ⋮ Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients ⋮ The explicit probability distribution of the sum of two telegraph processes ⋮ Double Telegraph Processes and Complete Market Models
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