THE EQUATIONS OF MARKOVIAN RANDOM EVOLUTION ON THE LINE

Authors
KOLESNIK A
Citation
A. Kolesnik, THE EQUATIONS OF MARKOVIAN RANDOM EVOLUTION ON THE LINE, Journal of Applied Probability, 35(1), 1998, pp. 27-35
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
35
Issue
1
Year of publication
1998
Pages
27 - 35
Database
ISI
SICI code
0021-9002(1998)35:1<27:TEOMRE>2.0.ZU;2-Q
Abstract
We consider a general model of one-dimensional random evolution with n velocities and rates of a switching Poisson process (n greater than o r equal to 2). A governing nth-order hyperbolic equation in a determin ant form is given. For two important particular cases it is written in an explicit form. Some known hyperbolic equations are obtained as par ticular cases of the general model.