Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers

被引：0
|
作者：
N. E. Ratanov
机构：
[1] Chelyabinsk State University,
来源：
Theoretical and Mathematical Physics | 1997年 / 112卷
关键词：
Cauchy Problem; Explicit Formula; Inhomogeneous Medium; Smoothness Condition; Kolmogorov Equation;
D O I：
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中图分类号：
学科分类号：
摘要：
A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.
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页码：857 / 865
页数：8
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