Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process

Bing Miao; Gleb Oshanin; Luca Peliti

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arXiv · 2512.01464

Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process

Bing Miao·Gleb Oshanin·Luca Peliti

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Abstract

We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdiffusive regimes. We express the corresponding action, which is a quadratic functional of individual trajectories of the process, in two alternative but equivalent forms: either as a fractional integral or as a double integral with a nonlocal kernel. Moreover, we determine in closed form the optimal (action-minimizing) paths conditioned to reach a prescribed point at a fixed time moment and discuss their behavior, which appears to be non-intuitive for subdiffusive processes in the presence of a strong confining potential.

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Bing Miao, Gleb Oshanin, Luca Peliti. 2025-12-01. Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process. https://arxiv.org/abs/2512.01464

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