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Cauchy Noise and Affiliated Stochastic Processes

P. Garbaczewski·R. Olkiewicz
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Abstract

By departing from the previous attempt (Phys. Rev. {\bf E 51}, 4114, (1995)) we give a detailed construction of conditional and perturbed Markov processes, under the assumption that the Cauchy law of probability replaces the Gaussian law (appropriate for the Wiener process) as the model of primordial noise. All considered processes are regarded as probabilistic solutions of the so-called Schrödinger interpolation problem, whose validity is thus extended to the jump-type processes and their step process approximants.

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BibTeXRIS

P. Garbaczewski, R. Olkiewicz. 1998-04-22. Cauchy Noise and Affiliated Stochastic Processes. https://doi.org/10.1063/1.532706

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