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Path integrals for fractional Brownian motion and fractional Gaussian noise
Baruch Meerson
, Olivier Bénichou
, Gleb Oshanin
Racah Institute of Physics
Research output
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Contribution to journal
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Article
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peer-review
12
Scopus citations
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Dive into the research topics of 'Path integrals for fractional Brownian motion and fractional Gaussian noise'. Together they form a unique fingerprint.
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Keyphrases
Action Functional
14%
Anomalous Diffusion
14%
Brownian Motion
14%
Cellular Environment
14%
Derivative Process
14%
External Force
14%
Fractional Brownian Motion
100%
Fractional Gaussian Noise
100%
Gaussianity
14%
Kolmogorov
14%
Mandelbrot
14%
Mathematical Finance
14%
Non-Markovian Stochastic Processes
14%
Path Integral
100%
Path Integral Representation
42%
Singular Integral Equation
14%
Subdiffusive
14%
Time Derivative
14%
Wiener Path Integral
14%
Mathematics
Action Functional
14%
Anomalous Diffusion
14%
Brownian Motion
14%
Central Role
14%
Fractional Brownian Motion
100%
Fractional Process
14%
Integral
100%
Markovian Stochastic Process
14%
Mathematical Finance
14%
Path Integral Representation
42%
Random Noise
100%
Singular Integral Equation
14%
Computer Science
Anomalous Diffusion
14%
Brownian Motion
14%
Fractional Brownian Motion
100%
Fractional Process
14%
Gaussian White Noise
100%
Physics
Brownian Motion
100%
Integral Equations
12%
Random Noise
100%