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MiS Preprint
100/2005
Brownian motion of fractal particles: Lévy flights from white noise
Kiran M. Kolwankar
Abstract
We generalise the Langevin equation with Gaussian white noise by replacing the velocity term by a local fractional derivative. The solution of this equation is a Lévy process. We further consider the Brownian motion of a fractal particle, for example, a colloidal aggregate or a biological molecule and argue that it leads to a Lévy flight. This effect can also be described using the local fractional Langevin equation. The implications of this development to other complex data series are discussed.
