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Approximation of Uniform Transport Process on a Finite Interval to Brownian Motion

Published online by Cambridge University Press:  22 January 2016

Toitsu Watanabe
Toitsu Watanabe*
Affiliation:
Nagoya University
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Let us consider a finite closed interval [− a, a] which will be thought of as being a medium capable of transporting particles. These particles may move only to the right or to the left with the constant speed c, and each particle changes the moving-direction during the time Δ with probability kΔ + o(Δ). If a right- (left-) moving particle hits the boundary point a (— a), then either it turns to the left (right) with probability 1 — q1(1 − q-1) or dies with probability q1(q-1).

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 32 , June 1968 , pp. 297 - 314
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1968

References

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