Confined kinetics and heterogeneous diffusion driven by fractional Gaussian noise: A path integral approach (opens in new tab)

Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here, we investigate the problem of diffusion driven by fractional Gaussian noise with a general multiplicative coefficient from a path-integral perspective. Using a stationary-phase approximation, we derive a Gaus...