Path integral approach to fractional Lévy motion

DOI10.1088/1751-8113/46/11/115005zbMath1267.82122OpenAlexW1977375546MaRDI QIDQ4924193

Horacio S. Wio

Publication date: 30 May 2013

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

Full work available at URL: https://doi.org/10.1088/1751-8113/46/11/115005

zbMATH Keywords

Brownian motionpath integral approachkinetic equationsfractional Lévy motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Diffusion processes (60J60) Path integrals in quantum mechanics (81S40) Transport processes in time-dependent statistical mechanics (82C70)

Related Items (2)

Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator ⋮ Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator in the inertial regime

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