  This paper consider a highly general dissemination model that keeps track of
the stochastic evolution of the distribution of wealth over a set of agents.
There are two types of events: (i) units of wealth externally arrive, and (ii)
units of wealth are redistributed among the agents, while throughout Markov
modulation is allowed. We derive a system of coupled differential equations
describing the joint transient distribution of the agents' wealth values, which
translate into linear differential equations when considering the corresponding
means and (co-)variances. While our model uses the (economic) terminology of
wealth being distributed over agents, we illustrate through a series of
examples that it can be used considerably more broadly. Indeed, it also
facilitates the analysis of the spread of opinions over a population (thus
generalizing existing opinion dynamics models), and the analysis of the
dynamics of a file storage system (thus allowing the assessment of the efficacy
of storage policies).
