Elements of stochastic analysis for the case of Grassmann variables.~III.~Correlation functions
Teoretičeskaâ i matematičeskaâ fizika, Tome 97 (1993) no. 3, pp. 323-335
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The present paper continues earlier studies [1, 2], in which analogs were proposed in the case of Grassmann variables for concepts such as classical stochastic analysis, stochastic integrals, random processes, and stochastic partial differential equations and their solutions. This was done for the special case when the classical objects are functionals of a so-called smoothed Wiener process on ${\mathbf R}_{+} \times {\mathbf R} ^{\nu }$. In the present paper, the correlation functions of the solution of a stochastic partial differential equation are studied together with some applications.
@article{TMF_1993_97_3_a0,
author = {V. V. Shcherbakov},
title = {Elements of stochastic analysis for the case of {Grassmann} {variables.~III.~Correlation} functions},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {323--335},
publisher = {mathdoc},
volume = {97},
number = {3},
year = {1993},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_1993_97_3_a0/}
}
TY - JOUR AU - V. V. Shcherbakov TI - Elements of stochastic analysis for the case of Grassmann variables.~III.~Correlation functions JO - Teoretičeskaâ i matematičeskaâ fizika PY - 1993 SP - 323 EP - 335 VL - 97 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TMF_1993_97_3_a0/ LA - ru ID - TMF_1993_97_3_a0 ER -
V. V. Shcherbakov. Elements of stochastic analysis for the case of Grassmann variables.~III.~Correlation functions. Teoretičeskaâ i matematičeskaâ fizika, Tome 97 (1993) no. 3, pp. 323-335. http://geodesic.mathdoc.fr/item/TMF_1993_97_3_a0/