Cauchy noise and affiliated stochastic processes
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Publication:4701738
Abstract: By departing from the previous attempt (Phys. Rev. {�f 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 Schr"{o}dinger interpolation problem, whose validity is thus extended to the jump-type processes and their step process approximants.
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Cites work
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Cited in
(7)- Lévy flights and nonlocal quantum dynamics
- A generalized Cauchy process having cubic nonlinearity
- Nonlocally induced (fractional) bound states: shape analysis in the infinite Cauchy well
- scientific article; zbMATH DE number 2196022 (Why is no real title available?)
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- Lévy flights in confining environments: random paths and their statistics
- Nonprobabilistic analogs of the Cauchy process
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