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A modification of the Wiener process due to a Poisson random train of diffusion-enhancing pulses

V Bezak

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A Poisson-modified Wiener process is considered. Its conditional probability density is calculated exactly. Various forms of the evolution equation are derived for the case when the initial probability density is arbitrary. A generalization is also treated when this equation contains a term analogous to the potential energy term in the Schrodinger equation. The Green function of this equation is derived in the form of a functional integral which may be considered as a direct generalization of the Feynman-Kac integral. An application is suggested in the theory of quasiparticles with a non-parabolic dispersion law.


PACS

05.40.Jc Brownian motion

02.30.Jr Partial differential equations

02.50.Ga Markov processes

02.50.Ey Stochastic processes

02.50.Cw Probability theory

MSC

60G50 Sums of independent random variables; random walks

60J65 Brownian motion (See also 58J65)

60G15 Gaussian processes

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 22 (21 November 1992)



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