Supersymmetry in random two-velocity processes

We discuss a random two-velocity process on the line with space-dependent exogenous drift. For this process, the probability density and the associated “probability current” are shown to be in a supersymmetric relation.

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Year of publication:	2004
Authors:	Filliger, Roger ; Hongler, Max-Olivier
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 332.2004, C, p. 141-150
Publisher:	Elsevier
Subject:	Supersymmetric quantum mechanics \| Random evolutions \| Telegraphist equation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011059309