Non-commutative $$L^p$$ spaces and Grassmann stochastic analysis
We introduce a theory of non-commutative <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>L</mml:mi> <mml:mi>p</mml:mi></mml:msup> </mml:math> spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic integrals with respect to <i>Itô-Grassmann</i> processes, Girsanov's formula and a weak formulation of Grassmann SDEs. We apply this new setting to the construction of several unbounded random variables including a Grassmann analog of the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msubsup><mml:mi>Φ</mml:mi> <mml:mn>2</mml:mn> <mml:mn>4</mml:mn></mml:msubsup> </mml:math> Euclidean QFT in a bounded region and weak solution to singular SPDEs in the spirit of the early work of Jona-Lasinio and Mitter on the stochastic quantisation of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msubsup><mml:mi>Φ</mml:mi> <mml:mn>2</mml:mn> <mml:mn>4</mml:mn></mml:msubsup> </mml:math> .
Authors
- Massimiliano Gubinelli (ORCID: https://orcid.org/0000-0002-4014-2949)
- Francesco C. De Vecchi (ORCID: https://orcid.org/0000-0002-7809-1534)
- Maria Gordina (ORCID: https://orcid.org/0000-0002-9003-7362)
- Luca Fresta (ORCID: https://orcid.org/0000-0002-6177-7716)
Institutions
- University of Connecticut (US)
- University of Pavia (IT)
- University of Oxford (GB)
Publication Details
- Journal
- Probability Theory and Related Fields
- Published
- 2025-05-25
- DOI
- https://doi.org/10.1007/s00440-025-01379-4
- Citations
- 1
- Primary Topic
- Advanced Banach Space Theory
- Type
- article
- Field-Weighted Citation Impact
- 3.69
Funders
- National Science Foundation
- Istituto Nazionale di Alta Matematica "Francesco Severi"
- Deutsche Forschungsgemeinschaft
- Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung