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

Authors :
De Vecchi, Francesco C.
Fresta, Luca
Gordina, Maria
Gubinelli, Massimiliano
Publication Year :
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 $\Phi^{4}_{2}$ 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 $\Phi^{4}_{2}$.<br />Comment: 59 pages

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....0959ff8ef893225d51f041d26dffe9ee