Path integral representation for fractional Brownian motion

DOI10.1088/0305-4470/28/15/011zbMath0873.60057OpenAlexW2057770589MaRDI QIDQ3127752

K. L. Sebastian

Publication date: 16 October 1997

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/28/15/011

zbMATH Keywords

fractional Brownian motionpath integral representationgeneralization of the Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stochastic analysis (60H99)

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