The path integral formulation of fractional Brownian motion for the general Hurst exponent
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Publication:3516309
DOI10.1088/1751-8113/41/28/282002zbMath1144.82028arXiv0805.1170OpenAlexW2046080885MaRDI QIDQ3516309
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Publication date: 1 August 2008
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.1170
Gaussian processes (60G15) Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
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