Exact solutions for a class of master equations
We present a class of markovian jump stochastic processes which is a generalization of the celebrated Cauchy process. Our models are subordinated to non-linear diffusion processes, a property which allows an intuitive insight of the dynamics involved. Furthermore, the probability densities solving our master equation present, for large time, bimodal shapes, a behaviour not observed for the Cauchy process. © 1985.
WOS:A1985AVL3800013
2-s2.0-46549093402
1985
112
6-7
297
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Department of Theoretical Physics, University of Geneva, 1211 Geneva 4, Switzerland
Export Date: 6 December 2012
Source: Scopus
CODEN: PYLAA
Language of Original Document: English
Correspondence Address: Hongler, M.-O.; Department of Theoretical Physics, University of Geneva, 1211 Geneva 4, Switzerland
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