Hyperbolic equations arising in random models (Q1081204)
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Hyperbolic equations arising in random models (English)
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1985
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This paper gives a probabilistic interpretation of a class of second order hyperbolic differential equations. The solution of such an equation is the density of a particle P moving in \(R^ 2\) (or R) whose direction is changed according to a Poisson law. For the case of a one-dimensional motion (in a fluid) the existence of a velocity field is assumed.
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telegraph equation
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stochastic modelling
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probabilistic interpretation of a class of second order hyperbolic differential equations
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