The distribution of a~planar random evolution with random start point
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2009), pp. 79-86
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We consider the symmetric Markovian random evolution $\mathbf X(t)$ in the Euclidean plane $\mathbb R^2$ starting from a random point whose coordinates are the independent standard Gaussian random variables. The integral and series representations of the transition density of $\mathbf X(t)$ are obtained.
@article{BASM_2009_1_a7,
author = {Alexander D. Kolesnik},
title = {The distribution of a~planar random evolution with random start point},
journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
pages = {79--86},
publisher = {mathdoc},
number = {1},
year = {2009},
language = {en},
url = {http://geodesic.mathdoc.fr/item/BASM_2009_1_a7/}
}
TY - JOUR AU - Alexander D. Kolesnik TI - The distribution of a~planar random evolution with random start point JO - Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica PY - 2009 SP - 79 EP - 86 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/BASM_2009_1_a7/ LA - en ID - BASM_2009_1_a7 ER -
Alexander D. Kolesnik. The distribution of a~planar random evolution with random start point. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 1 (2009), pp. 79-86. http://geodesic.mathdoc.fr/item/BASM_2009_1_a7/