A note on supersymmetry and stochastic differential equations
Probability
2019-12-11 v1 Mathematical Physics
math.MP
Abstract
We obtain a dimensional reduction result for the law of a class of stochastic differential equations using a supersymmetric representation first introduced by Parisi and Sourlas.
Cite
@article{arxiv.1912.04830,
title = {A note on supersymmetry and stochastic differential equations},
author = {Francesco C. De Vecchi and Massimiliano Gubinelli},
journal= {arXiv preprint arXiv:1912.04830},
year = {2019}
}