Path integral representation for fractional Brownian motion
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Publication:3127752
DOI10.1088/0305-4470/28/15/011zbMATH Open0873.60057OpenAlexW2057770589MaRDI QIDQ3127752FDOQ3127752
Authors: K. L. Sebastian 
Publication date: 16 October 1997
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/28/15/011
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Cited In (16)
- Nonlinear theory of anomalous diffusion and application to fluorescence correlation spectroscopy
- A unifying representation of path integrals for fractional Brownian motions
- An energy-preserving computational approach for the semilinear space fractional damped Klein-Gordon equation with a generalized scalar potential
- Random variables as pathwise integrals with respect to fractional Brownian motion
- Fractional Lévy motion through path integrals
- Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
- On the path integral formulation of Brownian dynamics
- Derivation of the Selected Path Integral
- Path integral approach to fractional Lévy motion
- Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator
- Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator in the inertial regime
- The path integral formulation of fractional Brownian motion for the general Hurst exponent
- On the linear fractional self-attracting diffusion
- On path integrals for the high-dimensional Brownian bridge
- The renormalization group and fractional Brownian motion
- Riemann-Liouville and Weyl fractional oscillator processes
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