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A Feynman-Kac Formula for Anticommuting Brownian Motion

Steven Leppard·Alice Rogers
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Abstract

Motivated by application to quantum physics, anticommuting analogues of Wiener measure and Brownian motion are constructed. The corresponding Ito integrals are defined and the existence and uniqueness of solutions to a class of stochastic differential equations is established. This machinery is used to provide a Feynman-Kac formula for a class of Hamiltonians. Several specific examples are considered.

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Steven Leppard, Alice Rogers. 2000-08-17. A Feynman-Kac Formula for Anticommuting Brownian Motion. https://doi.org/10.1088/0305-4470%2F34%2F3%2F315

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