Work

Generalized Grassmann algebras and applications to stochastic processes

Year: 2021

Type: article

Abstract: In this paper, we present the groundwork for an Itô/Malliavin stochastic calculus and Hida's white noise analysis in the context of a supersymmetry with ‐graded algebras. To this end, we establish a ternary Fock space and the corresponding strong algebra of stochastic distributions and present its application in the study of stochastic processes in this context.

Source: Mathematical Methods in the Applied Sciences

DOI: 10.1002/mma.7781

Authors: Daniel Alpay, Paula Cerejeiras, Uwe Kaehler

Institutions: Chapman University, University of Aveiro

Language: English

Topic: Mathematical and Theoretical Analysis

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funders: Center for Research and Development in Mathematics and Applications, Fundação para a Ciência e a Tecnologia, Division of Mathematical Sciences