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.
2021
978-3-030-87431-5
978-3-030-87432-2
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1486486
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