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IMCS/Publications/BASM/Issues/BASM n.1 (59), 2009/

The distribution of a planar random evolution with random start point.

Authors: Kolesnik Alexander

Abstract

We consider the symmetric Markovian random evolution X(t) in the Euclidean plane 2 starting from a random point whose coordinates are the independent standard Gaussian random variables. The integral and series representations of the transition density of X(t) are btained.

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