From non-Brownian Functionals to a Fractional Schr\"odinger Equation
Abstract
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and co-workers [PRL 96, 230601 (2006)] provide the correct fractional framework for the problem at hand. In the limit of normal diffusion we recover the Feynman-Kac treatment of Brownian functionals. For applications, we calculate the distribution of occupation times in half space and show how statistics of anomalous functionals is related to weak ergodicity breaking.
0