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Fokker-Planck Equation and Path Integral Representation of Fractional Ornstein-Uhlenbeck Process with Two Indices

This paper considers the Fokker-Planck equation and path integral formulation of the fractional Ornstein-Uhlenbeck process parametrized by two indices. The effective Fokker-Planck equation of this process is derived from the associated fractional Langevin equation. Path integral representation of the process is constructed and the basic quantities are evaluated.

preprint2014arXivOpen access
C. H. EabS. C. Lim
math-phmath.MP
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C. H. EabS. C. Lim

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