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.
Department of Theoretical Physics, University of Geneva, 1211 Geneva 4, Switzerland
Export Date: 6 December 2012
Language of Original Document: English
Correspondence Address: Hongler, M.-O.; Department of Theoretical Physics, University of Geneva, 1211 Geneva 4, Switzerland
Record created on 2013-01-07, modified on 2016-08-09