We obtain a dimensional reduction result for the law of a class of stochastic differential equations using a supersymmetric representation first introduced by Parisi and Sourlas.
A Note on Supersymmetry and Stochastic Differential Equations
De Vecchi F. C.;
2021-01-01
Abstract
We obtain a dimensional reduction result for the law of a class of stochastic differential equations using a supersymmetric representation first introduced by Parisi and Sourlas.File in questo prodotto:
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