Fractional Lévy motion through path integrals
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Publication:3603151
DOI10.1088/1751-8113/42/5/055003zbMATH Open1155.82014arXiv0805.1838OpenAlexW3100668193MaRDI QIDQ3603151FDOQ3603151
Author name not available (Why is that?)
Publication date: 16 February 2009
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Abstract: Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the propagator of fLm by using path integral methods. The propagators of Brownian motion and fractional Brownian motion are recovered as particular cases. The fractional diffusion equation corresponding to fLm is also obtained.
Full work available at URL: https://arxiv.org/abs/0805.1838
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- Derivation of the Selected Path Integral
- Lévy path integrals of particle on circle and some applications
- Path integral over reparametrizations: Lévy flights versus random walks
- Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion
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