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cond-mat.stat-mech2011
Dynamics of confined Levy flights in terms of (Levy) semigroups
Piotr Garbaczewski, Vladimir Stephanovich
The master equation for a probability density function (pdf) driven by Lévy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a co…
cond-mat.stat-mech2011★ 14 cited
Levy targeting and the principle of detailed balance
Piotr Garbaczewski, Vladimir Stephanovich
We investigate confined Lévy flights under premises of the principle of detailed balance. The master equation admits a transformation to Lévy - Schrödinger semigroup dynamics (akin…