Path integral representation for fractional Brownian motion

DOI10.1088/0305-4470/28/15/011MaRDI QIDQ3127752zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

fractional Brownian motionpath integral representationgeneralization of the Brownian motion

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65) Stochastic analysis (60H99)

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Cited in

(16)

• Riemann-Liouville and Weyl fractional oscillator processes
• 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

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