TOWARDS A PATH-INTEGRAL FORMULATION OF CONTINUOUS TIME RANDOM WALKS

被引：2
|
作者：
Eule, S. [1 ]
Friedrich, R. [1 ]
机构：
[1] Univ Munster, Inst Theoret Phys, D-48149 Munster, Germany
来源：
PATH INTEGRALS: NEW TRENDS AND PERSPECTIVES, PROCEEDINGS | 2008年
关键词：
Continuous time random walk; Anomalous diffusion; Subordination; Wiener path integral;
D O I：
10.1142/9789812837271_0087
中图分类号：
O59 [应用物理学];
学科分类号：
摘要：
In recent years the Continuous Time Random Walk (CTRW) has been used to model anomalous diffusion in a variety of complex systems. Since this process is non-Markovian, the knowledge of single time probability distributions is not sufficient to characterize the CTRW. Using the method of subordination we construct an extension of the Wiener path integral for Brownian motion to CTRW processes. This contribution is a step towards a path integral formulation of CTRWs.
引用
收藏
页码：581 / 584
页数：4
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