Publication:
Fractional Lévy motion through path integrals

Thumbnail Image
Identifiers
URI: http://hdl.handle.net/10016/8893
ISSN: 1751-8113
DOI: 10.1088/1751-8113/42/5/055003
Files
fractional_sanchez_jpa_2009_ps.pdf (143.61 KB)
Publication date
2009-02-06
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Institute of Physics
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
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.
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
Keywords
[PACS] Stochastic processes, [PACS] Brownian motion, [PACS] Random walks and Levy flights
Bibliographic citation
J. Phys. A: Math. Theor. 42, 055003 (2009)
Journal of Physics A: Mathematical and Theoretical, 2009, vol. 42, n. 5, id 055003
Collections
DF - GFP - Artículos de revistas