Random Motions in Markov and Semi-Markov Random Environments 1: Homogeneous Random Motions and their Applications

This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the first describing the basic concepts and methods that have been developed for random evolutions. These methods are the foundational tools used in both volumes, and this description includes many results in potential operators.

Some techniques to find closed-form expressions in relevant application...