Geodesic
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 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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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