Berlin 2015 – scientific programme

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DY: Fachverband Dynamik und Statistische Physik

DY 3: Anomalous Diffusion (joint session DY/ CPP)

DY 3.2: Talk

Monday, March 16, 2015, 09:45–10:00, BH-N 334

Path Probabilities of Continuous Time Random Walks — •Stephan Eule — MPI fuer Dynamik und Selbstorganisation

Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive exact relations for path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman-Kac formulae.