35 citations · 64 across the 2 of their papers we have counts for
2 papers
math-ph2008★ 29 cited
On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts
N. W. Watkins, D. Credgington, R. Sanchez +2
Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently comb…
cond-mat.stat-mech2008★ 35 cited
Path integral formulation of fractional Brownian motion for general Hurst exponent
Ivan Calvo, Raul Sanchez
In J. Phys. A: Math. Gen. 28, 4305 (1995), K. L. Sebastian gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurs…