Levy noise, Levy flights, Levy fluctuations

This paper is concerned with a Levy noise characterized, for t is an element of [0, infinity], by the functional G(xi)([k(t)]) = exp(-b integral(0)(infinity)\k(s)\(alpha) ds), with 0 < alpha less than or equal to 2. Then Levy flights can be defined through a stochastic differential equations rather than the:usual Chapmann-Kolmogorov equation. We have used this functional approach to solve a plane rotor in the presence of Levy noise. The linear damped stochastic process driven by Levy noise is revisited and its non-autonomous and non-Markovian generalizations have been solved in the context of our functional analysis.