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Markov Random Flights

Kolesnik, Alexander D.

1, 2021

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Spherically Restricted Random Hyperbolic Diffusion

Entropy (Basel, Switzerland), 2020-02, Vol.22 (2), p.217

2020

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Series Representations for the Characteristic Function of the Multidimensional Markov Random Flight

Journal of statistical physics, 2024-06, Vol.191 (6), Article 76

Kolesnik, Alexander D.

2024

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Telegraph Processes and Option Pricing

2013, 2013

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Random Spherical Hyperbolic Diffusion

Journal of statistical physics, 2019-12, Vol.177 (5), p.889-916

2019

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Asymptotic Relation for the Transition Density of the Three-Dimensional Markov Random Flight on Small Time Intervals

Journal of statistical physics, 2017, Vol.166 (2), p.434-452

Kolesnik, Alexander D.

2017

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Linear combinations of the telegraph random processes driven by partial differential equations

Stochastics and dynamics, 2018-08, Vol.18 (4), p.1850020

Kolesnik, Alexander D.

2018

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The explicit probability distribution of the sum of two telegraph processes

Stochastics and dynamics, 2015-06, Vol.15 (2), p.1550013

Kolesnik, Alexander D.

2015

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Probability Law for the Euclidean Distance Between Two Planar Random Flights

Journal of statistical physics, 2014-02, Vol.154 (4), p.1124-1152

Kolesnik, Alexander D.

2014

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Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes

Advances in applied probability, 2014-12, Vol.46 (4), p.1172-1193

Kolesnik, Alexander D.

2014

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Random Evolutions Are Driven by the Hyperparabolic Operators

Journal of statistical physics, 2011-02, Vol.142 (4), p.828-846

2011

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Slow diffusion by Markov random flights

Physica A, 2018-06, Vol.499, p.186-197

Kolesnik, Alexander D.

2018

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A planar random motion with an infinite number of directions controlled by the damped wave equation

Journal of applied probability, 2005-12, Vol.42 (4), p.1168-1182

2005

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A four-dimensional random motion at finite speed

Journal of applied probability, 2006-12, Vol.43 (4), p.1107-1118

Kolesnik, Alexander D.

2006

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A Note on Planar Random Motion at Finite Speed

Journal of applied probability, 2007-09, Vol.44 (3), p.838-842

Kolesnik, Alexander D.

2007

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Random Motions at Finite Speed in Higher Dimensions

Journal of statistical physics, 2008-06, Vol.131 (6), p.1039-1065

Kolesnik, Alexander D.

2008

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Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes

Advances in applied probability, 2014-12, Vol.46 (4), p.1172-1193

Kolesnik, Alexander D.

2014

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Integral Transforms of the Distributions of Markov Random Flights

Markov Random Flights, 2021, Vol.1, p.173-228

Kolesnik, Alexander D.

1, 2021

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Applied Models

Markov Random Flights, 2021, Vol.1, p.345-360

Kolesnik, Alexander D.

1, 2021

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Markov Random Flight in the Space ℝ3

Markov Random Flights, 2021, Vol.1, p.287-312

Kolesnik, Alexander D.

1, 2021

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Planar Random Motion with a Finite Number of Directions

Markov Random Flights, 2021, Vol.1, p.141-172

Kolesnik, Alexander D.

1, 2021

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Markov Random Flight in the Plane ℝ2

Markov Random Flights, 2021, Vol.1, p.229-286

Kolesnik, Alexander D.

1, 2021

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Markov Random Flight in the Space ℝ4

Markov Random Flights, 2021, Vol.1, p.313-334

Kolesnik, Alexander D.

1, 2021

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Telegraph Processes

Markov Random Flights, 2021, Vol.1, p.53-140

Kolesnik, Alexander D.

1, 2021

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Markov Random Flight in the Space ℝ6

Markov Random Flights, 2021, Vol.1, p.335-344

Kolesnik, Alexander D.

1, 2021

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Markov Random Flights

Spherically Restricted Random Hyperbolic Diffusion

Series Representations for the Characteristic Function of the Multidimensional Markov Random Flight

Telegraph Processes and Option Pricing

Random Spherical Hyperbolic Diffusion

Asymptotic Relation for the Transition Density of the Three-Dimensional Markov Random Flight on Small Time Intervals

Linear combinations of the telegraph random processes driven by partial differential equations

The explicit probability distribution of the sum of two telegraph processes

Probability Law for the Euclidean Distance Between Two Planar Random Flights

Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes

Random Evolutions Are Driven by the Hyperparabolic Operators

Slow diffusion by Markov random flights

A planar random motion with an infinite number of directions controlled by the damped wave equation

A four-dimensional random motion at finite speed

A Note on Planar Random Motion at Finite Speed

Random Motions at Finite Speed in Higher Dimensions

Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes

Integral Transforms of the Distributions of Markov Random Flights

Applied Models

Markov Random Flight in the Space ℝ3

Planar Random Motion with a Finite Number of Directions

Markov Random Flight in the Plane ℝ2

Markov Random Flight in the Space ℝ4

Telegraph Processes

Markov Random Flight in the Space ℝ6

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