The path integral formulation of fractional Brownian motion for the general Hurst exponent
The path integral formulation of fractional Brownian motion for the general Hurst exponent
In 1995, Sebastian (1995 J. Phys. A: Math. Gen. 28 4305) gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent H ∊ (0, 1/2). The extension of Sebastian's calculation to superdiffusion, H ∊ (1/2, 1], becomes however …