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Algebraic Stochastic Calculus

Algebraic Geometry 2014-07-28 v1 Mathematical Physics math.MP

Abstract

We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of Probability Theory. We regard probability spaces (X, F, P) as Grothendieck sites (F, J_P) on which Brownian motions are defined via sheaves in symmetric monoidal infinity-categories. Due to the complex nature of such a formalism we are naturally led to considering a purely categorical, time independent formalism in which stochastic differential equations are replaced by studying problems in deformation theory.

Keywords

Cite

@article{arxiv.1407.6784,
  title  = {Algebraic Stochastic Calculus},
  author = {Renaud Gauthier},
  journal= {arXiv preprint arXiv:1407.6784},
  year   = {2014}
}

Comments

21 pages

R2 v1 2026-06-22T05:12:54.501Z