Planar random motions with drift

Journal of Applied Mathematics and Stochastic Analysis

Volumn 15, Issue 3, 2002, Pages 189-205

  Orsingher, E ^a   Ratanov, N ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b CHELYABINSK STATE UNIVERSITY   (Russian Federation)

Author keywords

Bessel Functions; Drift; Hyperbolic Equations; Poisson Process; Random Motions

Indexed keywords

EID: 7444231533     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S1048953302000175     Document Type: Article

References (5)

1. Beghin, L., Nieddu, L. and Orsingher, E., Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations, J. of Appl. Math, and Stoch. Anal. 14:1 (2001), 11-25.
2. Di Crescenzo, A., Exact transient analysis of a planar motion with three directions, Stoch. and Stoch. Reports 72:3-4 (2002), 175-189.
3. Kolesnik, A. and Orsingher, E., Analysis of a finite-velocity planar random motion with reflection, Theory of Prob. and Its Applic. 46:1 (2001), 138-147.
4. Orsingher, E., Exact joint distribution in a model of planar random motion, Stoch. and Stoch. Reports 69:1-2 (2000), 1-10.
5. Orsingher, R. and San Martini, A., Planar random evolution with three directions, In: Exploring Stochastic Laws (ed. by Skorokhod and Borovskikh), VSP (1995), 357-366.