The path integral formulation of fractional Brownian motion for the general Hurst exponent

by I. Calvo, R. Sanchez

Reference:

The path integral formulation of fractional Brownian motion for the general Hurst exponent (I. Calvo, R. Sanchez), In JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, volume 41, 2008.

Bibtex Entry:

@article{ ISI:000257167100002,
Author = {Calvo, I. and Sanchez, R.},
Title = {{The path integral formulation of fractional Brownian motion for the
   general Hurst exponent}},
Journal = {{JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL}},
Year = {{2008}},
Volume = {{41}},
Number = {{28}},
Month = {{JUL 18}},
DOI = {{10.1088/1751-8113/41/28/282002}},
Article-Number = {{282002}},
ISSN = {{1751-8113}},
ResearcherID-Numbers = {{Sanchez, Raul/C-2328-2008
   Calvo, Ivan/B-3444-2009
   Sanchez, Raul/E-2979-2014}},
ORCID-Numbers = {{Calvo, Ivan/0000-0003-3118-3463
   Sanchez, Raul/0000-0003-1593-3930}},
Unique-ID = {{ISI:000257167100002}},
}