We summarize the relations among three classes of laws: infinitely divisible, selfdecomposable and stable. First we look at them as the solutions of the Central Limit Problem; then their role is scrutinized in relation to the Lévy and the additive processes with an emphasis on stationarity and...

We analyze the extension of the well known relation between Brownian motion and the Schrödinger equation to the family of the Lévy processes. We consider a Lévy–Schrödinger equation where the usual kinetic energy operator–the Laplacian–is generalized by means of a selfadjoint,...