Fractional Levy motion through path integrals

Journal Article · Thu Jan 01 00:00:00 EST 2009 · Journal of Physics A-Mathematical and Theoretical

DOI:https://doi.org/10.1088/1751-8113/42/5/055003· OSTI ID:945341

Calvo, Ivan ^[1]; Sanchez, Raul ^[2]; Carreras, Benjamin A ^[3]

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1. CIEMAT, Madrid
2. ORNL
3. BACV Solutions, Inc., Oak Ridge

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.

• Research Organization: Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
• Sponsoring Organization: USDOE Office of Science (SC)
• DOE Contract Number: DE-AC05-00OR22725
• OSTI ID: 945341
• Journal Information: Journal of Physics A-Mathematical and Theoretical, Vol. 42, Issue 5
• Country of Publication: United States
• Language: English

Related Subjects

97
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
BROWNIAN MOVEMENT
DIFFUSION EQUATIONS
PATH INTEGRALS
PROBABILITY
PROPAGATOR
STOCHASTIC PROCESSES
Turbulent transport
scale-free transport
stochastic processes