research article
On the diffusion induced by alternating renewal processes
A class of stochastic differential equations driven by non-Markovian dichotomous processes is studied analytically. The exact transition probability density is calculated. In opposition to the pure diffusive situations, the transport mechanism obtained here has finite velocity. Some illustrations are worked out explicitly. © 1992.
Type
research article
Scopus ID
2-s2.0-5544297580
Author(s)
Date Issued
1992
Volume
188
Issue
4
Start page
597
End page
606
Note
Institut de Microtechnique de l'E.P.F.L., CH-1015 Lausanne, Switzerland
Cited By (since 1996): 1
Export Date: 6 December 2012
Source: Scopus
CODEN: PHYAD
Language of Original Document: English
Correspondence Address: Hongler, M.-O.; Institut de Microtechnique de l'E.P.F.L., CH-1015 Lausanne, Switzerland
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
January 7, 2013
Use this identifier to reference this record