The equations of Markovian random evolution on the line

The equations of Markovian random evolution on the line

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Article ID: iaor1999348
Country: United Kingdom
Volume: 35
Issue: 1
Start Page Number: 27
End Page Number: 35
Publication Date: Mar 1998
Journal: Journal of Applied Probability
Authors:
Keywords: stochastic processes
Abstract:

We consider a general model of one-dimensional random evolution with n velocities and rates of a switching Poisson process (n ≥ 2). A governing nth-order hyperbolic equation in a determinant form is given. For two important particular cases it is written in an explicit form. Some known hyperbolic equations are obtained as particular cases of the general model.

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