The transport process X( t) = ( X 1( t), …, X m ( t)) in the Euclidean space \(\mathbb R^m, \; m\ge 1,\) is generated by the stochastic motion of a particle that, at the time instant t = 0, starts from some initial point (origin, for example) of \(\mathbb R^m\) and moves with some finite speed c in random direction.

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Stochastic Models of Finite-Velocity Transport Processes

  • Alexander D. Kolesnik

摘要

The transport process X( t) = ( X 1( t), …, X m ( t)) in the Euclidean space \(\mathbb R^m, \; m\ge 1,\) is generated by the stochastic motion of a particle that, at the time instant t = 0, starts from some initial point (origin, for example) of \(\mathbb R^m\) and moves with some finite speed c in random direction.