A unifying representation of path integrals for fractional Brownian motions

DOI10.1088/1751-8121/AD4755MaRDI QIDQ6562980zbMATHFDO

Authors O. Bénichou, Gleb Oshanin

Publication date 27 June 2024

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

zbMATH Keywords

fractional integralspath integralsnon-Markovian processesnon-local actionfractional Brownian motion and fractional Gaussian noise

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

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• Minimal model of diffusion with time changing Hurst exponent
• On Distributions of Certain Wiener Functionals
• Path integral approach to fractional Lévy motion
• Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
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• The path integral formulation of fractional Brownian motion for the general Hurst exponent
• Wienersche Spiralen und einige andere interessante Kurven im Hilbertschen Raum.

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