Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

Journal of Applied Mathematics and Stochastic Analysis

Volumn 14, Issue 1, 2001, Pages 11-25

  Beghin, L ^a   Nieddu, L ^a   Orsingher, E ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Bessel Functions; Flow Functions; Fourier Transform; Relativistic Transformations; Telegraph Equation

Indexed keywords

EID: 0002724993     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S104895330100003X     Document Type: Article

References (9)

1. Cane, V., Diffusion models with relativity effects, In: Perspectives in Probability and Statistics (ed. by Gani), Academic Press for the Applied Probability Trust, Sheffield, UK (1975), 263-273.
2. Foong, S.K., First-passage time, maximum displacement and Kac's solution of the telegrapher equation, Phys. Rev. A 46 (1992), 707-710.
3. Foong, S.K. and Kanno, S., Properties of the telegrapher's random process with or without a trap, Stoch. Proc. and their Appl. (1994), 147-173.
4. Kabanov, Yu.M., On the probabilistic representation of the telegraph equation, Theory of Prob. and its Appl. 37 (1992), 425-426.
5. Kolesnik, A.D., The equations of Markovian random evolution on the line, J. of Appl. Prob. 35 (1998), 27-35.
6. Orsingher, E., Hyperbolic equations arising in random models, Stoch. Proc. and their Appl. (1985), 49-66.
7. Orsingher, E., Probabilistic models connected with wave equations, Boll. Un. Mate. Italiana 7:1-B (1987), 423-438.
8. Orsingher, E., Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws, Stoch. Proc. and their Appl. (1990), 49-66.
9. Orsingher, E., Motions with reflecting and absorbing barriers driven by the telegraph equation, Random Oper. and Stoch. Eqns. 3:1 (1995), 9-21.