Fokker-Planck Equation and Path Integral Representation of Fractional Ornstein-Uhlenbeck Process with Two Indices

This paper considers the Fokker-Planck equation and path integral formulation of the fractional Ornstein-Uhlenbeck process parametrized by two indices. The effective Fokker-Planck equation of this process is derived from the associated fractional Langevin equation. Path integral representation of the process is constructed and the basic quantities are evaluated.