Hongler, M. O.2013-01-072013-01-072013-01-07198510.1016/0375-9601(85)90344-52-s2.0-46549093402https://infoscience.epfl.ch/handle/20.500.14299/87642WOS:A1985AVL3800013We 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.text::journal::journal article::research article