Generalized Grassmann algebras and applications to stochastic processes. (20th September 2021) - Alpay, Daniel
Abstract : In this paper, we present the groundwork for an Itô/Malliavin stochastic calculus and Hida's white noise analysis in the context of a supersymmetry with ℤ 3 ‐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.