메뉴 건너뛰기




Volumn 75, Issue 1, 1998, Pages 67-87

The equation of symmetric Markovian random evolution in a plane

Author keywords

Diffusion with finite speed; High order hyperbolic equation; Random evolution; Random motion

Indexed keywords


EID: 0010038267     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00003-9     Document Type: Article
Times cited : (35)

References (34)
  • 1
    • 0009325332 scopus 로고
    • Some problems associated with random velocity
    • Bartlett M. Some problems associated with random velocity. Publ. Inst. Statist. Paris. 6:1957;261-270.
    • (1957) Publ. Inst. Statist. Paris , vol.6 , pp. 261-270
    • Bartlett, M.1
  • 2
    • 0009366255 scopus 로고
    • A note on random walks at constant speed
    • Bartlett M. A note on random walks at constant speed. Adv. Appl. Probab. 10:1978;704-707.
    • (1978) Adv. Appl. Probab. , vol.10 , pp. 704-707
    • Bartlett, M.1
  • 4
    • 0009391411 scopus 로고
    • Random walks and physical processes
    • Cane V. Random walks and physical processes. Bull. Int. Statist. Inst. 42:1967;622-640.
    • (1967) Bull. Int. Statist. Inst. , vol.42 , pp. 622-640
    • Cane, V.1
  • 5
    • 0009364456 scopus 로고
    • Diffusion models with relativity effects
    • In: Gani, J. (Ed.), Applied Probability Trust, Sheffield
    • Cane, V., 1975. Diffusion models with relativity effects. In: Gani, J. (Ed.), Perspectives in Probability and Statistics. Applied Probability Trust, Sheffield, pp. 263-273.
    • (1975) Perspectives in Probability and Statistics , pp. 263-273
    • Cane, V.1
  • 6
    • 0000651655 scopus 로고
    • First-passage time, maximum displacement, and Kac's solution of the telegraph equation
    • Foong, S.K., 1992. First-passage time, maximum displacement, and Kac's solution of the telegraph equation. Phys. Rev. 46 (2), 707-710.
    • (1992) Phys. Rev. , vol.46 , Issue.2 , pp. 707-710
    • Foong, S.K.1
  • 7
    • 0001744504 scopus 로고
    • Properties of the telegrapher's random process with or without a trap
    • Foong S.K., Kanno S. Properties of the telegrapher's random process with or without a trap. Stochastic Process. Appl. 53:1994;147-173.
    • (1994) Stochastic Process. Appl. , vol.53 , pp. 147-173
    • Foong, S.K.1    Kanno, S.2
  • 8
    • 0001229778 scopus 로고
    • On diffusion by discontinuous movements and the telegraph equation
    • Goldstein S. On diffusion by discontinuous movements and the telegraph equation. Quart. J. Mech. Appl. Math. 4:1951;129-156.
    • (1951) Quart. J. Mech. Appl. Math. , vol.4 , pp. 129-156
    • Goldstein, S.1
  • 9
    • 84968512345 scopus 로고
    • An invariance principle for a class of d -dimensional polygonal random functions
    • Gorostiza L. An invariance principle for a class of. d -dimensional polygonal random functions Trans. Amer. Math. Soc. 177:1973;413-445.
    • (1973) Trans. Amer. Math. Soc. , vol.177 , pp. 413-445
    • Gorostiza, L.1
  • 10
    • 0003179709 scopus 로고
    • Theory of random evolutions with applications to partial differential equations
    • Griego R., Hersh R. Theory of random evolutions with applications to partial differential equations. Trans. Amer. Math. Soc. 156:1971;405-418.
    • (1971) Trans. Amer. Math. Soc. , vol.156 , pp. 405-418
    • Griego, R.1    Hersh, R.2
  • 12
    • 0000298952 scopus 로고
    • Random evolutions: A survey of results and problems
    • Hersh, R., 1974. Random evolutions: a survey of results and problems. Rocky Mount. J. Math. 4, 443-477.
    • (1974) Rocky Mount. J. Math. , vol.4 , pp. 443-477
    • Hersh, R.1
  • 13
    • 84980139567 scopus 로고
    • Random evolutions are asymptotically Gaussian
    • Hersh R., Pinsky M. Random evolutions are asymptotically Gaussian. Comm. Pure Appl. Math. 25:1972;33-44.
    • (1972) Comm. Pure Appl. Math. , vol.25 , pp. 33-44
    • Hersh, R.1    Pinsky, M.2
  • 14
    • 0039638946 scopus 로고
    • The distance between the Kac process and the Wiener process with applications to generalized telegraph equations
    • Janssen A. The distance between the Kac process and the Wiener process with applications to generalized telegraph equations. J. Theor. Probab. 3:1990;349-360.
    • (1990) J. Theor. Probab. , vol.3 , pp. 349-360
    • Janssen, A.1
  • 15
    • 0041110015 scopus 로고
    • On the probabilistic representation of a solution of the telegraph equation
    • (in Russian).
    • Kabanov, Yu.M., 1992. On the probabilistic representation of a solution of the telegraph equation. Theor. Probab. Appl. 37, 425-426 (in Russian).
    • (1992) Theor. Probab. Appl. , vol.37 , pp. 425-426
    • Kabanov, Yu.M.1
  • 17
    • 84858771454 scopus 로고
    • A stochastic model related to the telegrapher's equation
    • Kac M. A stochastic model related to the telegrapher's equation. Rocky Mount. J. Math. 4:1974;497-509.
    • (1974) Rocky Mount. J. Math. , vol.4 , pp. 497-509
    • Kac, M.1
  • 18
    • 0009317966 scopus 로고
    • Differential equations in which the Poisson process plays a role
    • Kaplan S. Differential equations in which the Poisson process plays a role. Bull. Amer. Math. Soc. 70:1964;264-268.
    • (1964) Bull. Amer. Math. Soc. , vol.70 , pp. 264-268
    • Kaplan, S.1
  • 20
    • 85033894285 scopus 로고
    • The equations of Markovian random evolutions
    • Doctoral Dissertation, Kiev, (in Russian).
    • Kolesnik, A.D., 1991. The equations of Markovian random evolutions. Doctoral Dissertation, Inst. Math. Ukrain. Acad. Sci., Kiev, p. 130 (in Russian).
    • (1991) Inst. Math. Ukrain. Acad. Sci. , pp. 130
    • Kolesnik, A.D.1
  • 21
    • 0032373692 scopus 로고    scopus 로고
    • The equations of Markovian random evolutions in a line
    • to appear.
    • Kolesnik, A.D., 1998. The equations of Markovian random evolutions in a line. J. Appl. Probab. 35 (1), to appear.
    • (1998) J. Appl. Probab. , vol.35 , Issue.1
    • Kolesnik, A.D.1
  • 26
    • 0009391412 scopus 로고
    • Hyperbolic equations arising in random models
    • Orsingher E. Hyperbolic equations arising in random models. Stochastic Process. Appl. 21:1985;93-106.
    • (1985) Stochastic Process. Appl. , vol.21 , pp. 93-106
    • Orsingher, E.1
  • 27
    • 0022724841 scopus 로고
    • A planar random motion governed by the two-dimensional telegraph equation
    • Orsingher E. A planar random motion governed by the two-dimensional telegraph equation. J. Appl. Probab. 23:1986;385-397.
    • (1986) J. Appl. Probab. , vol.23 , pp. 385-397
    • Orsingher, E.1
  • 28
    • 0039638943 scopus 로고
    • Stochastic motions on the 3-sphere governed by wave and heat equations
    • Orsingher E. Stochastic motions on the 3-sphere governed by wave and heat equations. J. Appl. Probab. 24:1987;315-327.
    • (1987) J. Appl. Probab. , vol.24 , pp. 315-327
    • Orsingher, E.1
  • 29
    • 45149137464 scopus 로고
    • Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws
    • Orsingher E. Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws. Stochastic. Process. Appl. 34:1990;49-66.
    • (1990) Stochastic. Process. Appl. , vol.34 , pp. 49-66
    • Orsingher, E.1
  • 30
    • 0002777997 scopus 로고
    • Random motions governed by third-order equations
    • Orsingher E. Random motions governed by third-order equations. Adv. Appl. Probab. 22:1990;915-928.
    • (1990) Adv. Appl. Probab. , vol.22 , pp. 915-928
    • Orsingher, E.1
  • 31
    • 0000567512 scopus 로고
    • On a 2n -valued telegraph signal and the related integrated process
    • Orsingher E., Bassan B. On a. 2n -valued telegraph signal and the related integrated process Stochastics and Stochastics Rep. 38:1992;159-173.
    • (1992) Stochastics and Stochastics Rep. , vol.38 , pp. 159-173
    • Orsingher, E.1    Bassan, B.2
  • 32
    • 0040825452 scopus 로고    scopus 로고
    • The explicit probability law of a planar random motion governed by a fouth order hyperbolic equation
    • (in Russian).
    • Orsingher, E., Kolesnik, A.D., 1996. The explicit probability law of a planar random motion governed by a fouth order hyperbolic equation. Theor. Probab. Appl. 41, 451-459 (in Russian).
    • (1996) Theor. Probab. Appl. , vol.41 , pp. 451-459
    • Orsingher, E.1    Kolesnik, A.D.2
  • 33
    • 0038585922 scopus 로고
    • Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
    • Pinsky M. Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain. Zeit. Wahr. 9:1968;101-111.
    • (1968) Zeit. Wahr. , vol.9 , pp. 101-111
    • Pinsky, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.