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.
Berend Smit, Senja Dominique Barthel, Amber Kashan Mace
Dominique Bonvin, Julien Léo Billeter, Sriniketh Srinivasan, Diogo Filipe Mateus Rodrigues