Planar random motions with drift

Planar random motions with drift

0.00 Avg rating0 Votes
Article ID: iaor2004441
Country: United States
Volume: 15
Issue: 3
Start Page Number: 205
End Page Number: 221
Publication Date: Jul 2002
Journal: Journal of Applied Mathematics and Stochastic Analysis
Authors: ,
Keywords: probability, markov processes
Abstract:

In this paper we consider planar random motions with four directions and four different speeds, switching at Poisson paced times. We are able to obtain, in some cases, the explicit distribution of the position (X(t), Y(t)), t > 0 in all its components (the discrete one, lying on the edge ∂Qt of the probability support Qt, as well as the absolutely continuous one, concentrated inside Qt).

Reviews

Required fields are marked *. Your email address will not be published.