Fractional Levy motion through path integrals

Details Fractional Levy motion through path integrals Fractional Levy motion through path integrals

2008-05-13

arxiv.org/abs/0805.1838v2

J. Phys. A: Math. Theor. 42 (2009) 055003

Physics

Condensed Matter

Statistical Mechanics

9 pages, minor changes, published version

Scientific paper

10.1088/1751-8113/42/5/055003

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.

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