The Equations of Markovian Random Evolution on the Line

DOI10.1239/JAP/1032192548MaRDI QIDQ4393822zbMATH OpenOpenAlexFDO

Authors Alexander D. Kolesnik

Publication date 19 January 1999

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1032192548

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited in

(24)

• Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients
• The equation of symmetric Markovian random evolution in a plane
• A note on the conditional probabilities of the telegraph process
• Markovian random evolution in \(R^{n}\)
• Double Telegraph Processes and Complete Market Models
• Monotonic random walk on a one-dimensional lattice
• Probability distribution function for the Euclidean distance between two telegraph processes
• A simple model for random oscillations
• scientific article; zbMATH DE number 4172102 (Why is no real title available?)
• A note on a model for evasive vehicle movement along a fixed path
• One-dimensional semi-Markov evolutions with general Erlang sojourn times
• A damped telegraph random process with logistic stationary distribution
• scientific article; zbMATH DE number 3973986 (Why is no real title available?)
• The Markov Property of an Evolutionary Stochastic Equation
• Linear combinations of the telegraph random processes driven by partial differential equations
• scientific article; zbMATH DE number 758246 (Why is no real title available?)
• Piecewise deterministic processes following two alternating patterns
• The explicit probability distribution of the sum of two telegraph processes
• Self-exciting piecewise linear processes
• Time evolution of a one-dimensional point system: A note on Fritz's paper
• Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process
• A cyclic random motion in \(\mathbb{R}^3\) driven by geometric counting processes
• Planar random motions in a vortex
• Some results on the supremum and on the first passage time of the generalized telegraph process

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