N. E. Ratanov, “Random motion of particle in inhomogeneous 1D media with reflecting and absorbing barriers”, TMF, 112:1 (1997), 81–91; Theoret. and Math. Phys., 112:1 (1997), 857

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Teoreticheskaya i Matematicheskaya Fizika, 1997, Volume 112, Number 1, Pages 81–91
DOI: https://doi.org/10.4213/tmf1028 (Mi tmf1028)

This article is cited in 13 scientific papers (total in 13 papers)

Random motion of particle in inhomogeneous 1D media with reflecting and absorbing barriers

N. E. Ratanov

Chelyabinsk State University

Full-text PDF (229 kB) Citations (13)

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DOI: https://doi.org/10.4213/tmf1028

Abstract: A random motion in 1D inhomogeneous media is considered. A moving particle changes abruptly a direction of velocity at Poisson times. The backward and forward Kolmogorov's equations describing this motion are derived. The explicit formulas for the probability distributions are obtained both for this motion and for the similar motions with reflecting and absorbing barriers.

Received: 20.11.1996
Revised: 27.02.1997

English version:
Theoretical and Mathematical Physics, 1997, Volume 112, Issue 1, Pages 857–865
DOI: https://doi.org/10.1007/BF02634100

Bibliographic databases:

Language: Russian

Citation: N. E. Ratanov, “Random motion of particle in inhomogeneous 1D media with reflecting and absorbing barriers”, TMF, 112:1 (1997), 81–91; Theoret. and Math. Phys., 112:1 (1997), 857–865

Citation in format AMSBIB

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Linking options:

https://www.mathnet.ru/eng/tmf1028

https://doi.org/10.4213/tmf1028

https://www.mathnet.ru/eng/tmf/v112/i1/p81

This publication is cited in the following 13 articles:

Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 223
Macci C., Martinucci B., Pirozzi E., “Asymptotic Results For the Absorption Time of Telegraph Processes With Elastic Boundary At the Origin”, Methodol. Comput. Appl. Probab., 23:3 (2021), 1077–1096
Di Crescenzo A., Martinucci B., Zacks Sh., “Telegraph Process With Elastic Boundary At the Origin”, Methodol. Comput. Appl. Probab., 20:1 (2018), 333–352
Kolesnik A.D., “Linear Combinations of the Telegraph Random Processes Driven By Partial Differential Equations”, Stoch. Dyn., 18:4 (2018), 1850020
Alexander D. Kolesnik, “The explicit probability distribution of the sum of two telegraph processes”, Stoch. Dyn., 15:02 (2015), 1550013
Kolesnik A.D., “Probability Distribution Function For the Euclidean Distance Between Two Telegraph Processes”, Adv. Appl. Probab., 46:4 (2014), 1172–1193
Alexander D. Kolesnik, “Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes”, Adv. Appl. Probab., 46:04 (2014), 1172
Alexander D. Kolesnik, Nikita Ratanov, SpringerBriefs in Statistics, Telegraph Processes and Option Pricing, 2013, 45
Bogachev L., Ratanov N., “Occupation time distributions for the telegraph process”, Stochastic Process Appl, 121:8 (2011), 1816–1844
D'Ovidio M., Orsingher E., “Composition of Processes and Related Partial Differential Equations”, J Theoret Probab, 24:2 (2011), 342–375
Nikita Ratanov, “Branching random motions, nonlinear hyperbolic systems and travellind waves”, ESAIM: PS, 10 (2006), 236
Alexander D. Kolesnik, “Cyclic planar random evolution with four directions”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2004, no. 2, 27–32
A. D. Kolesnik, E. Orsingher, “Analysis of a Finite-Velocity Planar Random Motion with Reflection”, Theory Probab. Appl., 46:1 (2002), 132–140

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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Abstract page:	433
Full-text PDF :	250
References:	52
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