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.
Titre
Exact solutions for a class of master equations
Publié dans
Physics Letters A
Volume
112
Numéro
6-7
Pages
297-301
Date
1985
ISSN
03759601
Note
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
Date de création de la notice
2013-01-07