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arXiv · 0902.3536

Levy flights and Levy -Schroedinger semigroups

Piotr Garbaczewski
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Abstract

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 semigroups which induce so-called topological Levy processes (Levy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological L\'{e}vy process with the very same invariant pdf and in the reverse.

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BibTeXRIS

Piotr Garbaczewski. 2009-02-20. Levy flights and Levy -Schroedinger semigroups. https://doi.org/10.2478/s11534-009-0156-z

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