Year: 2009
Type: article
Abstract: Fractional Lévy 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.
Authors: I Calvo, R Sánchez, B A Carreras
Language: English
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2120798240