Lévy flights and Lévy-Schrödinger semigroups
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AbstractWe analyze two different confining mechanisms for Lévy 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 Lévy-Schrödinger semigroups which induce so-called topological Lévy processes (Lévy 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 Lévy process with the same invariant pdf and in reverse.
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1996 ◽
Vol 100
(49)
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pp. 19035-19042
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2016 ◽
Vol 463
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pp. 445-451
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1976 ◽
Vol 24
(3)
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pp. 321-326
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