Elements of stochastic analysis for the case of Grassmann variables. I.~Grassmann stochastic integrals and random processes
Teoretičeskaâ i matematičeskaâ fizika, Tome 96 (1993) no. 1, pp. 23-36
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This paper is the first part of a study of an approach to the definition of analogs of the concepts of classical stochastic analysis such as a stochastic integral, a random process, a stochastic differential equation, etc., for the case of Grassmann variables in a certain particular situation. Analogs of stochastic integrals and random processes are studied in the first part.
@article{TMF_1993_96_1_a1,
author = {V. V. Shcherbakov},
title = {Elements of stochastic analysis for the case of {Grassmann} variables. {I.~Grassmann} stochastic integrals and random processes},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {23--36},
publisher = {mathdoc},
volume = {96},
number = {1},
year = {1993},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_1993_96_1_a1/}
}
TY - JOUR AU - V. V. Shcherbakov TI - Elements of stochastic analysis for the case of Grassmann variables. I.~Grassmann stochastic integrals and random processes JO - Teoretičeskaâ i matematičeskaâ fizika PY - 1993 SP - 23 EP - 36 VL - 96 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TMF_1993_96_1_a1/ LA - ru ID - TMF_1993_96_1_a1 ER -
%0 Journal Article %A V. V. Shcherbakov %T Elements of stochastic analysis for the case of Grassmann variables. I.~Grassmann stochastic integrals and random processes %J Teoretičeskaâ i matematičeskaâ fizika %D 1993 %P 23-36 %V 96 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TMF_1993_96_1_a1/ %G ru %F TMF_1993_96_1_a1
V. V. Shcherbakov. Elements of stochastic analysis for the case of Grassmann variables. I.~Grassmann stochastic integrals and random processes. Teoretičeskaâ i matematičeskaâ fizika, Tome 96 (1993) no. 1, pp. 23-36. http://geodesic.mathdoc.fr/item/TMF_1993_96_1_a1/