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arXiv · 1912.04830

A note on supersymmetry and stochastic differential equations

Francesco C. De Vecchi·Massimiliano Gubinelli
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Abstract

We obtain a dimensional reduction result for the law of a class of stochastic differential equations using a supersymmetric representation first introduced by Parisi and Sourlas.

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Francesco C. De Vecchi, Massimiliano Gubinelli. 2019-12-10. A note on supersymmetry and stochastic differential equations. https://arxiv.org/abs/1912.04830

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