  Fractional Levy motion (fLm) is the natural generalization of fractional
Brownian motion in the context of self-similar stochastic processes and stable
probability distributions. In this paper we give an explicit derivation of the
propagator of fLm by using path integral methods. The propagators of Brownian
motion and fractional Brownian motion are recovered as particular cases. The
fractional diffusion equation corresponding to fLm is also obtained.
