Fractional Levy motion through path integrals
Statistical Mechanics
2009-11-13 v2
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.
Keywords
Cite
@article{arxiv.0805.1838,
title = {Fractional Levy motion through path integrals},
author = {Ivan Calvo and Raul Sanchez and Benjamin A. Carreras},
journal= {arXiv preprint arXiv:0805.1838},
year = {2009}
}
Comments
9 pages, minor changes, published version