The distribution of random evolution in Erlang semi-Markov media

A. Pogorui
Theory of Stochastic Processes
Vol.17 (33), no.1, 2011, pp.90-99
We study a one-dimensional random motion by using a general Erlang distribution for the sojourn times of a switching process and obtain the solution of a four-order hyperbolic PDE in the 2-Erlang case.