Related papers: Levy processes and Schroedinger equation
In this paper we give an $L_p$-theory for stochastic parabolic equations with random fractional Laplacian operator. The driving noises are general L\'evy processes.
We show the existence of L\'evy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with stability index functions for which the closures of the…
In this paper, we introduce the Schrodinger equation with a general kinetic energy operator. The conservation law is proved and the probability continuity equation is deducted in a general sense. Examples with a Hermitian kinetic energy…
We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional…
We propose a natural family of higher-order partial differential equations generalizing the second-order Klein-Gordon equation. We characterize the associated model by means of a generalized action for a scalar field, containing…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…
In this paper, we prove the energy stable property for time-dependent (generalized) Schr\"{o}dinger operators by using Hardy inequality. Such property acts very important roles in quantum scattering theory and nonlinear problem. As an…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
We consider some classes of Levy processes for which the estimate of Krylov and Safonov (as in [BL02]) fails and thus it is not possible to use the standard iteration technique to obtain a-priori Holder continuity estimates of harmonic…
The Ermakov Pinney equation and its associated invariant are shown to arise naturally in stationary quantum mechanics when the Schrodinger equation is expressed in Bohm Madelung form and the Hamiltonian is diagonal and separable. Under…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…
We define a Lax operator as a monic pseudodifferential operator $L(\partial)$ of order $N\geq 1$, such that the Lax equations $\dfrac{\partial L(\partial)}{\partial t_k}=[(L^{\frac kN}(\partial))_+,L(\partial)]$ are consistent and non-zero…
The introduction of nonlinearities in the Schr\"odinger equation has been considered in the literature as an effective manner to describe the action of external environments or mean fields. Here, in particular, we explore the nonlinear…
We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
Some connections between different definitions of Levy Laplacians in the stochastic analysis are considered. Two approaches are used to define these operators. The standard one is based on the application of the theory of Sobolev-Schwartz…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
The Schr\"odinger operator on a metric tree is a family of ordinary differential operators on its edges complemented by certain matching conditions at the vertices. The regular trees are highly symmetric. This allows one to construct an…