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

arXiv2305.08497MaRDI QIDQ6436604FDOQ6436604

Authors: Francesco C. De Vecchi, Luca Fresta, Maria Gordina, Massimiliano Gubinelli

Publication date: 15 May 2023

Abstract: We introduce a theory of non-commutative

L^{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

P h i_{2}^{4}

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

P h i_{2}^{4}

.

This page was built for publication: Non-commutative $L^{p}$ spaces and Grassmann stochastic analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6436604)