Brownian motion, the classical diffusive process, maximizes the Boltzmann-Gibbs entropy. The Tsallis $q$ entropy, which is nonadditive, was developed as an alternative to the classical entropy for systems which are nonergodic. A generalization of Brownian motion is provided that maximizes the Tsallis entropy rather than the Boltzmann-Gibbs entropy. This process is driven by a Brownian measure with a random diffusion coefficient. The distribution of this coefficient is derived as a function of $q$ for $1<q<3$. Applications to transport in porous media are considered.

• Received 15 October 2014

DOI:https://doi.org/10.1103/PhysRevE.91.042143