Dirichlet problems and exit distributions for the telegraph process and its planar extensions
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866913097018507264 |
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| author | Marchione, Manfred Marvin Orsingher, Enzo |
| author_facet | Marchione, Manfred Marvin Orsingher, Enzo |
| contents | In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems governing the exit point and mean exit time from a closed interval. We then extend the analysis to a planar finite-velocity model with orthogonal directions, for which we obtain the associated Laplace and Poisson-type equations for the exit distribution and mean exit time. In the special case of an infinite strip, explicit solutions are obtained. In all cases, we show that our equations and results converge, in the hydrodynamic limit, to the corresponding ones for Brownian motion. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_05430 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Dirichlet problems and exit distributions for the telegraph process and its planar extensions Marchione, Manfred Marvin Orsingher, Enzo Probability In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems governing the exit point and mean exit time from a closed interval. We then extend the analysis to a planar finite-velocity model with orthogonal directions, for which we obtain the associated Laplace and Poisson-type equations for the exit distribution and mean exit time. In the special case of an infinite strip, explicit solutions are obtained. In all cases, we show that our equations and results converge, in the hydrodynamic limit, to the corresponding ones for Brownian motion. |
| title | Dirichlet problems and exit distributions for the telegraph process and its planar extensions |
| topic | Probability |
| url | https://arxiv.org/abs/2605.05430 |