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.
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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/