Derives Dirichlet problems for exit distributions and mean exit times of the telegraph process and its planar extensions, with explicit strip solutions and hydrodynamic limit to Brownian motion.
On diffusion by discontinuous movements, and on the telegraph equation.The Quarterly Journal of Mechanics and Applied Mathematics, 4(2):129–156, 1951
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Dirichlet problems and exit distributions for the telegraph process and its planar extensions
Derives Dirichlet problems for exit distributions and mean exit times of the telegraph process and its planar extensions, with explicit strip solutions and hydrodynamic limit to Brownian motion.