42 research outputs found
Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation
Mathematics Subject Classification: 26A33, 76M35, 82B31A stochastic solution is constructed for a fractional generalization of
the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses
a fractional generalization of the branching exponential process and propagation
processes which are spectral integrals of Levy processes
A quantum approach to Laplace operators
In this paper, a theory of stochastic processes generated by quantum extensions of Laplacians is developed. Representations of the associated heat semigroups are discussed by means of suitable time shifts. In particular the quantum Brownian motion associated to the Levy-Laplacian is obtained as the usual Volterra-Gross Laplacian using the Cesaro Hilbert space as initial space of our process as well as multiplicity space of the associated white noise
White noise Heisenberg evolution and Evans-Hudson flows
We study white noise Heisenberg equations giving rise to flows which are *-automorphisms of the observable algebra, but not necessarily inner automorphisms. We prove that the causally normally ordered form of these white noise Heisenberg equations are equivalent to Evans–Hudson flows. This gives in particular, the microscopic structure of the maps defining these flows, in terms of the original white noise derivations
Generic quantum Markov semigroups: the Fock case
We introduce the class of generic quantum Markov semigroups. Within this class
we study the class corresponding to the Fock case which is further split into four sub-classes
each of which contains both bounded and unbounded generators, depending on some global
characteristics of the intensities of jumps. For the first two of these classes we find an explicit
solution which reduces the problem of finding the quantum semigroup to the calculation of two
classical semigroups, one of which is diagonal (in suitable basis) and the other one is triangular
(in the same basis). In the bounded case our formula gives the unique solution. In the unbounded
case it gives one solution, which we conjecture to be the minimal one
White noise quantum time shifts
In the present paper we extend the notion of quantum time shift, and the
related results obtained in \cite{[abo06]}, from representations of current algebras
of the Heisenberg Lie algebra to representations of current algebras
of the Oscillator Lie algebra.\\
This produces quantum extensions of a class of classical L\'evy processes much
wider than the usual Brownian motion. In particular this class processes includes
the Meixner processes and, by an approximation procedure, we construct
quantum extensions of all classical L\'evy processes with a L\'evy measure
with finite variance.
Finally we compute the explicit form of the action, on the Weyl operators of the
initial space, of the generators of the quantum Markov processes canonically
associated to the above class of L\'evy processes.
The emergence of the Meixner classes in connection with the renormalized
second order white noise, is now well known. The fact that they also emerge from
first order noise in a simple and canonical way, comes somehow as a surprise