Abstract
We derive backward and forward fractional Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and co-workers provide the correct fractional framework for the problem. For applications, we calculate the distribution of occupation times in half space and show how the statistics of anomalous functionals is related to weak ergodicity breaking.
Original language | English |
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Article number | 190201 |
Journal | Physical Review Letters |
Volume | 103 |
Issue number | 19 |
DOIs | |
State | Published - 6 Nov 2009 |
Externally published | Yes |