Publicação
Generalized Grassmann algebras and applications to stochastic processes
| Resumo: | In this paper, we present the groundwork for an Itô/Malliavin stochastic cal-culus and Hida's white noise analysis in the context of a supersymmetry withZ3-graded algebras. To this end, we establish a ternary Fock space and the cor-responding strong algebra of stochastic distributions and present its applicationin the study of stochastic processes in this context. |
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| Autores principais: | Alpay, Daniel |
| Outros Autores: | Cerejeiras, Paula; Kahler, Uwe |
| Assunto: | Fock space Hypersymmetry Stochastic process Ternary Grassmann algebra |
| Ano: | 2021 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade de Aveiro |
| Idioma: | inglês |
| Origem: | RIA - Repositório Institucional da Universidade de Aveiro |
| Resumo: | In this paper, we present the groundwork for an Itô/Malliavin stochastic cal-culus and Hida's white noise analysis in the context of a supersymmetry withZ3-graded algebras. To this end, we establish a ternary Fock space and the cor-responding strong algebra of stochastic distributions and present its applicationin the study of stochastic processes in this context. |
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