English

Non-commutative $L^{p}$ spaces and Grassmann stochastic analysis

Probability 2023-05-16 v1 Mathematical Physics math.MP Operator Algebras

Abstract

We introduce a theory of non-commutative LpL^{p} spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic integrals with respect to Grassmann It\^o processes, Girsanov's formula and a weak formulation of Grassmann SDEs. We apply this new setting to the construction of several unbounded random variables including a Grassmann analog of the Φ24\Phi^{4}_{2} Euclidean QFT in a bounded region and weak solution to singular SPDEs in the spirit of the early work of Jona-Lasinio and Mitter on the stochastic quantisation of Φ24\Phi^{4}_{2}.

Keywords

Cite

@article{arxiv.2305.08497,
  title  = {Non-commutative $L^{p}$ spaces and Grassmann stochastic analysis},
  author = {Francesco C. De Vecchi and Luca Fresta and Maria Gordina and Massimiliano Gubinelli},
  journal= {arXiv preprint arXiv:2305.08497},
  year   = {2023}
}

Comments

59 pages

R2 v1 2026-06-28T10:34:31.394Z