Abstract
Fractional Brownian motion (FBM) is a generalization of the usual Brownian motion. A path integral representation that has recently been suggested for it is shown to be not for the FBM but for a different generalization of the Brownian motion. A new path integral representation is given and its measure has fractional derivatives of the path in it. The measure shows that the process is Gaussian but is, in general, non-Markovian, even though Brownian motion itself is Markovian. It is shown how the propagator for the motion of free FBM may be evaluated. This is somewhat more complex than for the usual path integrals, due to the occurrence of fractional derivatives. We also find the propagator in the presence of a linear absorption (potential), and for FBM on a ring.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.