We consider the planar random motion of a particle that moves with constant finite speed c
and, at Poisson-distributed times, changes its direction θ with uniform law in [0, 2π). This …

The equation of symmetric Markovian random evolution in a plane - ScienceDirect Skip to
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Markovian random evolution in Rn Page 1 Random Oper, and Stock. Equ., Vol. 9, No. 2, pp>.
139-160 (2001) (c) VSP 2001 Markovian random evolution in Rn IV SAMOILENKO Institute …

A four-direction planar random motion with finite velocity and with possible reflections at
Poisson-paced events is examined. We obtain the equations governing the distributions …

EVOLUTION OF FINANCIAL INDICES Page 1 Cybernetics and Systems Analysis, Vol. 36, No.
5, 2000 PROBABILISTIC MODEL FOR DESCRIPTION OF EVOLUTION OF FINANCIAL …

A planar random motion with three possible directions changing cyclically at Poissonpaced
times is analysed and the equation governing the distribution of its current position is …

A four-direction cyclic random motion with constant finite speed v in the plane R2 driven by a
homogeneous Poisson process of rate λ> 0 is studied. A fourth-order hyperbolic equation …

Классические диффузионные уравнения основаны на предположении, что скорости
броуновской частицы могут принимать сколь угодно большие значения. В статье …

Мы исследуем свойства решений уравнения Ланжевена, когда стохастические
воздействия ортогональны к скорости частицы. Процесс Винера может принимать …

We explore properties the solution of Langevin equation when stochastic influence is
orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for …