The Equations of Markovian Random Evolution on the Line
- 1 March 1998
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 35 (1) , 27-35
- https://doi.org/10.1239/jap/1032192548
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 modelKeywords
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