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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/8893
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| Title: | Fractional Lévy motion through path integrals |
| Author(s): | Calvo, Iván
Sánchez, Raúl
Carreras, Benjamín A. |
| Publisher: | Institute of Physics |
| Issued date: | 6-Feb-2009 |
| Citation: | J. Phys. A: Math. Theor. 42, 055003 (2009)
Journal of Physics A: Mathematical and Theoretical, 2009, vol. 42, n. 5, id 055003 |
| URI: | http://hdl.handle.net/10016/8893 |
| ISSN: | 1751-8113 |
| DOI: | 10.1088/1751-8113/42/5/055003 |
| Description: | 8 pages, no figures.-- PACS nrs.: 02.50.Ey, 05.40.Jc, 05.40.Fb.-- ArXiv pre-print available at: http://arxiv.org/abs/0805.1838 |
| Abstract: | Fractional Lévy 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. |
| Sponsor: | Part of this research was sponsored by the Laboratory Research and Development Program of Oak Ridge National Laboratory, managed by UT-Battelle, LLC, for the US Department of Energy under contract number DE-AC05-00OR22725. |
| Review: | PeerReviewed |
| Publisher version: | http://dx.doi.org/10.1088/1751-8113/42/5/055003 |
| Keywords: | [PACS] Stochastic processes
[PACS] Brownian motion
[PACS] Random walks and Levy flights |
| Rights: | © Institute of Physics |
| Appears in Collections: | DF - GFP - Artículos de revistas
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