Markovian random evolution in R^n

DOI10.1515/ROSE.2001.9.2.139MaRDI QIDQ2739928zbMATH OpenOpenAlexFDO

Authors I. V. Samoĭlenko

Publication date 16 September 2001

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2001.9.2.139

zbMATH Keywords

Kolmogorov backward equationminimal random evolutionsregular tetrahedrontelegraph equationtransition probability

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Other physical applications of random processes (60K40)

Review text

This paper deals with the minimal random evolutions in \(R^{n}\). The directions of the evolutions are defined using \(n\)-dimensional regular tetrahedron inscribed in a unit sphere. A system of Kolmogorov backward equations is obtained for the evolutions and this system is reduced to a telegraph equation of high degree. Using a change of variables the last telegraph equation is reduced to the Bessel equation of high order.

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