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Master equations for subordinated processes |
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| Authors: | F Monti H R Jauslin |
| Institution: | (1) Département de Physique Théorique, Université de Genève, CH-1211 Geneva 4, Switzerland;(2) Present address: Département de Physique Théorique, École Polytechnique Fédérale de Lausanne, PHB Ecublens, 1015 Lausanne, Switzerland;(3) Present address: Department of Mathematics, Rutgers University, 08903 New Brunswick, New Jersey |
| Abstract: | We study Markov jump processes constructed by subordination of diffusion processes. The procedure can be viewed as a randomization or a coarse graining of time. We construct the master equation for the cases of finite and infinite total jump rates, and give a collection of explicitly solvable examples. |
| Keywords: | Markov jump processes master equation Levy flight |
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