English
Related papers

Related papers: Levy processes and Schroedinger equation

200 papers

We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…

Probability · Mathematics 2011-12-08 Mateusz Kwasnicki

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…

Statistical Mechanics · Physics 2015-05-13 A. A. Dubkov , B. Spagnolo , V. V. Uchaikin

The Schroedinger operators on the Newtonian space-time are defined in a way which make them independent on the class of inertial observers. In this picture the Schroedinger operators act not on functions on the space-time but on sections of…

Mathematical Physics · Physics 2011-11-22 Katarzyna Grabowska , Janusz Grabowski , Pawel Urbanski

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

We consider the fractional Schrodinger equation with a logarithmic nonlinearity, when the power of the Laplacian is between zero and one. We prove global existence results in three different functional spaces: the Sobolev space…

Analysis of PDEs · Mathematics 2024-04-11 Rémi Carles , Fangyuan Dong

Canonical coordinates for both the Schroedinger and the nonlinear Schroedinger equations are introduced, making more transparent their Hamiltonian structures. It is shown that the Schroedinger equation, considered as a classical field…

Quantum Physics · Physics 2007-05-23 G. Vilasi

Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…

Quantum Physics · Physics 2023-03-03 Dorje C. Brody , Lane P. Hughston

We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…

Statistical Mechanics · Physics 2009-10-31 A. V. Chechkin , V. Yu. Gonchar

In this paper we define a discrete generalized Laplacian with arbitrary real power on a Cayley tree. This Laplacian is used to define a discrete generalized Schr\"odinger operator on the tree. The case discrete fractional Schr\"odinger…

Mathematical Physics · Physics 2015-08-26 Fumio Hiroshima , József Lörinczi , Utkir Rozikov

In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…

Probability · Mathematics 2019-02-26 Franziska Kühn , René L. Schilling

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. This family includes, in a limit case, the family of Brownian…

Probability · Mathematics 2007-12-10 P. Patie

Path integral representations for generalized Schr\"odinger operators obtained under a class of Bernstein functions of the Laplacian are established. The one-to-one correspondence of Bernstein functions with L\'evy subordinators is used,…

Mathematical Physics · Physics 2010-04-09 Fumio Hiroshima , Takashi Ichinose , Jozsef Lorinczi

Canonical coordinates for the Schr\"odinger equation are introduced, making more transparent its Hamiltonian structure. It is shown that the Schr\"odinger equation, considered as a classical field theory, shares with Liouville completely…

High Energy Physics - Theory · Physics 2009-10-30 G. Marmo , G. Vilasi

We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…

Statistical Mechanics · Physics 2015-05-13 Piotr Garbaczewski

It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Levy processes. The results are derived from the multiple integral…

Probability · Mathematics 2009-07-10 Rodrigo Banuelos , Pedro J. Mendez-Hernandez

We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bounded. Using a probabilistic formula we calculate the symbol,…

Probability · Mathematics 2012-05-07 Rene L. Schilling , Alexander Schnurr

In this paper we study some applications of the L\'evy logarithmic Sobolev inequality to the study of the regularity of the solution of the fractal heat equation, i. e. the heat equation where the Laplacian is replaced with the fractional…

Probability · Mathematics 2010-04-29 Ivan Gentil , Cyril Imbert

We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant…

Statistical Mechanics · Physics 2007-05-23 L. A. Barreiro , J. R. Campanha , R. E. Lagos

We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…

Probability · Mathematics 2021-06-24 Luisa Beghin , Costantino Ricciuti
‹ Prev 1 2 3 10 Next ›