Abstract:
The paper is the second part of a study of the analogs of certain objects of classical stochastic analysis. A solution of a stochastic differential equation for Grassmann random processes is constructed as functional of a smoothed Wiener process.
Citation:
V. V. Shcherbakov, “Elements of stochastic analysis for the case of Grassmann variables. II. Stochastic partial differential equations for Grassmann processes”, TMF, 97:2 (1993), 182–190; Theoret. and Math. Phys., 97:2 (1993), 1229–1235
This publication is cited in the following 3 articles:
Massimiliano Gubinelli, Encyclopedia of Mathematical Physics, 2025, 648
Sergio Albeverio, Luigi Borasi, Francesco C. De Vecchi, Massimiliano Gubinelli, “Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions”, Probab. Theory Relat. Fields, 183:3-4 (2022), 909
V. V. Shcherbakov, “Elements of stochastic analysis for the case of Grassmann variables. III. Correlation functions”, Theoret. and Math. Phys., 97:3 (1993), 1323–1332