Markov processes and generalized Schrödinger equations

Markov processes and generalized Schrödinger equations

Starting from the forward and backward infinitesimal generators of bilateral, timehomogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schrödinger equations are first introduced by means of suitable Doob transformations. Then, by broadening with the aid of the Dirichlet forms, the results of the Nelson stochastic mechanics, we prove that it is possible to associate bil...

Interactive Generalized Semi-Markov Processes

We have previously introduced Generalized Semi-Markovian Process Algebra (GSMPA), a process algebra based on ST semantics which is capable of expressing durational actions, where durations are expressed by general probability distributions. In this paper we introduce the calculus of Interactive Generalized Semi-Markov Processes (IGSMP), a variant of GSMPA where synchronizable actions are restri...

Nonlinear Markov processes and kinetic equations

Markov processes and parabolic partial differential equations

In the first part of this article, we present the main tools and definitions of Markov processes’ theory: transition semigroups, Feller processes, infinitesimal generator, Kolmogorov’s backward and forward equations and Feller diffusion. We also give several classical examples including stochastic differential equations (SDEs) and backward SDEs (BSDEs). The second part of this article is devote...

Supersymmetry of Generalized Linear Schrödinger Equations in (1+1) Dimensions

We review recent results on how to extend the supersymmetry SUSY formalism in Quantum Mechanics to linear generalizations of the time-dependent Schrödinger equation in (1+1) dimensions. The class of equations we consider contains many known cases, such as the Schrödinger equation for position-dependent mass. By evaluating intertwining relations, we obtain explicit formulas for the interrelation...