scientific article; zbMATH DE number 5605428

MaRDI QIDQ3396762zbMATH OpenFDO

Authors S. Eule, Rudolf Friedrich

Publication date 22 September 2009

zbMATH Keywords

anomalous diffusioncontinuous time random walksubordinationWiener path integral

Mathematics Subject Classification ID

Brownian motion (60J65) Path integrals in quantum mechanics (81S40) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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Cited in

(5)

• Time series path integral expansions for stochastic processes
• Uncoupled continuous-time random walk: finite jump length probability density function
• Path probabilities of continuous time random walks
• Path integral over reparametrizations: Lévy flights versus random walks
• A unifying representation of path integrals for fractional Brownian motions

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