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.
Exact joint distribution in a model of planar random motion.Stochastics: An International Journal of Probability and Stochastic Processes, 69(1-2):1–10
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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.