Fokker–Planck equation and path integral representation of the fractional Ornstein–Uhlenbeck process with two indices

@article{Eab2014FokkerPlanckEA,
  title={Fokker–Planck equation and path integral representation of the fractional Ornstein–Uhlenbeck process with two indices},
  author={Chai Hok Eab and S. C. Lim},
  journal={Journal of Physics A: Mathematical and Theoretical},
  year={2014},
  volume={47}
}
  • C. EabS. C. Lim
  • Published 4 May 2014
  • Mathematics
  • Journal of Physics A: Mathematical and Theoretical
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. The path integral representation of the process is constructed, and the basic quantities are evaluated. 

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