We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is generalized by means of a selfadjoint, pseudodifferential operator whose symbol is the logarithmic characteristic of an infinitely divisible law. The Levy-Khintchin formula shows then how to write down this operator in an integro--differential form. When the underlying Levy process is stable we recover as a particular case the fractional Schroedinger equation. A few examples are finally given and we find that there are physically relevant models (such as a form of the relativistic Schroedinger equation) that...
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Marko...
A general method for defining and studying operators introduced by Paul Levy referred as classical L...
A general method for defining and studying operators introduced by Paul Levy referred as classical L...
We analyze the extension of the well known relation between Brownian motion and Schroedinger equatio...
We analyze the extension of the well known relation between Brownian motion and the Schrödinger equa...
We analyze the extension of the well known relation between Brownian motion and the Schrödinger equa...
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian...
Stable Lévy processes and related stochastic processes play an important role in stochastic modellin...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is ...
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is ...
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is ...
This paper examines the properties of a fractional diffusion equation defined by the composition of ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
We consider a process Z on the real line composed from a Levy process and its exponentially tilted v...
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Marko...
A general method for defining and studying operators introduced by Paul Levy referred as classical L...
A general method for defining and studying operators introduced by Paul Levy referred as classical L...
We analyze the extension of the well known relation between Brownian motion and Schroedinger equatio...
We analyze the extension of the well known relation between Brownian motion and the Schrödinger equa...
We analyze the extension of the well known relation between Brownian motion and the Schrödinger equa...
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian...
Stable Lévy processes and related stochastic processes play an important role in stochastic modellin...
This volume presents recent developments in the area of Lévy-type processes and more general stochas...
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is ...
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is ...
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is ...
This paper examines the properties of a fractional diffusion equation defined by the composition of ...
In this paper, I review the link between stochastic processes and partial dif-ferential equations. I...
We consider a process Z on the real line composed from a Levy process and its exponentially tilted v...
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Marko...
A general method for defining and studying operators introduced by Paul Levy referred as classical L...
A general method for defining and studying operators introduced by Paul Levy referred as classical L...