Geodesic
Characteristic functions of Markovian random evolutions in Rm
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2006), pp. 117-120.

Voir la notice de l'article provenant de la source Math-Net.Ru

The recurrent and integral relations for characteristic functions of Markovian random evolution in Rm, m≥2 are presented 
@article{BASM_2006_3_a11,
     author = {Alexander D. Kolesnik},
     title = {Characteristic functions of {Markovian} random evolutions in $\mathbb R^m$},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {117--120},
     publisher = {mathdoc},
     number = {3},
     year = {2006},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/item/BASM_2006_3_a11/}
}
TY  - JOUR
AU  - Alexander D. Kolesnik
TI  - Characteristic functions of Markovian random evolutions in $\mathbb R^m$
JO  - Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
PY  - 2006
SP  - 117
EP  - 120
IS  - 3
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/item/BASM_2006_3_a11/
LA  - en
ID  - BASM_2006_3_a11
ER  - 
%0 Journal Article
%A Alexander D. Kolesnik
%T Characteristic functions of Markovian random evolutions in $\mathbb R^m$
%J Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
%D 2006
%P 117-120
%N 3
%I mathdoc
%U https://geodesic-test.mathdoc.fr/item/BASM_2006_3_a11/
%G en
%F BASM_2006_3_a11
Alexander D. Kolesnik. Characteristic functions of Markovian random evolutions in $\mathbb R^m$. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2006), pp. 117-120. https://geodesic-test.mathdoc.fr/item/BASM_2006_3_a11/

[1] Kolesnik A. D., “A four-dimensional random motion at finite speed”, J. Appl. Prob., 43 (2006) | DOI | MR | Zbl

[2] Kolesnik A. D., Orsingher E., “A planar random motion with an infinite number of directions controlled by the damped wave equation”, J. Appl. Prob., 42 (2005), 1168–1182 | DOI | MR | Zbl

[3] Masoliver J., Porrá J. M., Weiss G. H., “Some two and three-dimensional persistent random walks”, Physica A, 193 (1993), 469–482 | DOI

[4] Stadje W., “The exact probability distribution of a two-dimensional random walk”, J. Stat. Phys., 46 (1987), 207–216 | DOI | MR

[5] Stadje W., “Exact probability distributions for non-correlated random walk models”, J. Stat. Phys., 56 (1989), 415–435 | DOI | MR | Zbl