Prescription-induced jump distributions in multiplicative Poisson processes

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative gaussian white noise, the Stratonovich prescription does not correspond to the well known mid-point (or any other intermediate) prescription. By introducing an inertial term in the GLE we show that the Ito and Stratonovich prescriptions naturally arise depending on two time scales, the one induced by the inertial term and the other determined by the jump event. We also show that when the multiplicative noise is linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise whose features are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data

Finite groups with all minimal subgroups solitary

We give a complete classification of the finite groups with a unique subgroup of order p for each prime p dividing its order

Relating pseudospin and spin symmetries through charge conjugation and chiral transformations: the case of the relativistic harmonic oscillator

We solve the generalized relativistic harmonic oscillator in 1+1 dimensions, i.e., including a linear pseudoscalar potential and quadratic scalar and vector potentials which have equal or opposite signs. We consider positive and negative quadratic potentials and discuss in detail their bound-state solutions for fermions and antifermions. The main features of these bound states are the same as the ones of the generalized three-dimensional relativistic harmonic oscillator bound states. The solutions found for zero pseudoscalar potential are related to the spin and pseudospin symmetry of the Dirac equation in 3+1 dimensions. We show how the charge conjugation and $\gamma^5$ chiral transformations relate the several spectra obtained and find that for massless particles the spin and pseudospin symmetry related problems have the same spectrum, but different spinor solutions. Finally, we establish a relation of the solutions found with single-particle states of nuclei described by relativistic mean-field theories with scalar, vector and isoscalar tensor interactions and discuss the conditions in which one may have both nucleon and antinucleon bound states.Comment: 33 pages, 10 figures, uses revtex macro

Multiple G-It\^{o} integral in the G-expectation space

In this paper, motivated by mathematic finance we introduce the multiple G-It\^{o} integral in the G-expectation space, then investigate how to calculate. We get the the relationship between Hermite polynomials and multiple G-It\^{o} integrals which is a natural extension of the classical result obtained by It\^{o} in 1951.Comment: 9 page

Statistical Properties of Functionals of the Paths of a Particle Diffusing in a One-Dimensional Random Potential

We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism in two specific examples: (1) where the functional corresponds to the local time spent by the particle around the origin and (2) where the functional corresponds to the occupation time spent by the particle on the positive side of the origin, within an observation time window of size $t$. We compute the disorder average distributions of the local time, the inverse local time, the occupation time and the inverse occupation time, and show that in many cases disorder modifies the behavior drastically.Comment: Revtex two column 27 pages, 10 figures, 3 table

The Local Time Distribution of a Particle Diffusing on a Graph

We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.Comment: 8 pages, two figures (included

Approximation of Feynman path integrals with non-smooth potentials

We study the convergence in $L^2$ of the time slicing approximation of Feynman path integrals under low regularity assumptions on the potential. Inspired by the custom in Physics and Chemistry, the approximate propagators considered here arise from a series expansion of the action. The results are ultimately based on function spaces, tools and strategies which are typical of Harmonic and Time-frequency analysis.Comment: 18 page

The Dirac-Dowker Oscillator

The oscillator-like interaction is introduced in the equation for the particle of arbitrary spin, given by Dirac and re-written to a matrix form by Dowker.Comment: LaTeX file, 4pp. Preprint EFUAZ 94-0

Comment on ``the Klein-Gordon Oscillator''

The different ways of description of the $S=0$ particle with oscillator-like interaction are considered. The results are in conformity with the previous paper of S. Bruce and P. Minning.Comment: LaTeX file, 5p