Path integral analysis of multiplicative fractional Gaussian noise yields a Gaussian propagator via Lamperti transform and reveals an effective drift causing probability buildup in low-noise regions under confinement.
Kupferman, Fractional kinetics in kac–zwanzig heat bath models, J
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Confined kinetics and heterogeneous diffusion driven by fractional Gaussian noise: A path integral approach
Path integral analysis of multiplicative fractional Gaussian noise yields a Gaussian propagator via Lamperti transform and reveals an effective drift causing probability buildup in low-noise regions under confinement.