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Fractional Lévy motion through path integrals

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Publication:3603151
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DOI10.1088/1751-8113/42/5/055003zbMath1155.82014arXiv0805.1838OpenAlexW3100668193MaRDI QIDQ3603151

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Publication date: 16 February 2009

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

Full work available at URL: https://arxiv.org/abs/0805.1838



Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)


Related Items (3)

An accurate European option pricing model under fractional stable process based on Feynman path integral ⋮ Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion ⋮ An energy-preserving computational approach for the semilinear space fractional damped Klein-Gordon equation with a generalized scalar potential







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