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arXiv · 2103.11449

Generalized Grassmann algebras and applications to stochastic processes

Daniel Alpay·Paula Cerejeiras·Uwe Kähler
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Abstract

In this paper we present the groundwork for an It\^o/Malliavin stochastic calculus and Hida's white noise analysis in the context of a supersymmentry with Z3-graded algebras. To this end we establish a ternary Fock space and the corresponding strong algebra of stochastic distributions and present its application in the study of stochastic processes in this context.

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BibTeXRIS

Daniel Alpay, Paula Cerejeiras, Uwe Kähler. 2021-03-21. Generalized Grassmann algebras and applications to stochastic processes. https://doi.org/10.1002/mma.7781

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