Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers
Additional Document Info
A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.