Exactly solvable diffusion models in the framework of the extended supersymmetric quantum mechanics

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Abstract: This work is aimed at demonstrating the possibility to construct new exactly-solvable stochastic systems by use of the extended supersymmetric quantum mechanics (N=4SUSYQM) formalism. A feature of the proposed approach consists in N=4SUSYQM the fact that probability densities and so obtained new potentials, which enter the Langevin equation, have a parametric freedom. The latter allows one to change the potentials form without changing the temporal behavior of the dispersion function.









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