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http://hdl.handle.net/10773/32780| Title: | Generalized Grassmann algebras and applications to stochastic processes |
| Author: | Alpay, Daniel Cerejeiras, Paula Kahler, Uwe |
| Keywords: | Fock space Hypersymmetry Stochastic process Ternary Grassmann algebra |
| Issue Date: | 20-Sep-2021 |
| Publisher: | John Wiley & Sons Ltd |
| Abstract: | 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. |
| Peer review: | yes |
| URI: | http://hdl.handle.net/10773/32780 |
| DOI: | 10.1002/mma.7781 |
| ISSN: | 0170-4214 |
| Publisher Version: | https://onlinelibrary.wiley.com/doi/10.1002/mma.7781 |
| Appears in Collections: | CIDMA - Artigos DMat - Artigos CHAG - Artigos |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Math Methods in App Sciences - 2021 - Alpay - Generalized Grassmann algebras and applications to stochastic processes.pdf | 517.39 kB | Adobe PDF | View/Open |
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