The distribution of random motion with Erlang-3 sojourn times

Tamila Kolomiiets, Anatoliy A. Pogorui, Ramón M. Rodríguez-Dagnino
2015 Random Operators and Stochastic Equations  
AbstractIn this paper, we study a one-dimensional random motion with switching process having an Erlang-3 distribution for the sojourn times. We obtain the solution of the associated hyperbolic PDE of sixth order through algebraic techniques.
doi:10.1515/rose-2014-0030 fatcat:rx7np2xa3rcubdtmxrlagbmlpq