RT Journal Article
T1 Fractional Lévy motion through path integrals
A1 Calvo, Iván
A1 Sánchez, Raúl
A1 Carreras, Benjamín A.
AB 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.
PB Institute of Physics
SN 1751-8113
YR 2009
FD 2009-02-06
LK https://hdl.handle.net/10016/8893
UL https://hdl.handle.net/10016/8893
LA eng
NO 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
NO 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.
DS e-Archivo
RD 8 may. 2024