Planar random motions with drift

[摘要] In this paper we consider planar random motions with four directions and fourdifferent speeds, switching at Poisson paced times. We are able to obtain, in some cases, the explicit distribution of the position(X(t),Y(t)),t>0in all its components (the discrete one, lying on the edge∂Qtof the probability supportQt, as well as the absolutely continuous one, concentrated insideQt).

[学科分类] 应用数学