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arXiv · 0805.1838

Fractional Levy motion through path integrals

Ivan Calvo·Raul Sanchez·Benjamin A. Carreras
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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.

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Ivan Calvo, Raul Sanchez, Benjamin A. Carreras. 2009-03-05. Fractional Levy motion through path integrals. https://doi.org/10.1088/1751-8113/42/5/055003

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