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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2011 Volume 17(33), Issue 1, Pages 90–99 (Mi thsp44)
The distribution of random evolution in Erlang semi-Markov media

A. Pogorui

Zhytomyr Ivan Franko State University

Abstract: We study a one-dimensional random motion by using a general Erlang distribution for the sojourn times of a switching process and obtain the solution of a four-order hyperbolic PDE in the 2-Erlang case.

Keywords: Random motion, Erlang distribution, differentiable functions on commutative algebras, biwave equation.

MSC: 60K37

Language: English



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