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 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 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 .
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