Non-commutative Lp spaces and Grassmann stochastic analysis

非交换Lp空间和格拉斯曼随机分析

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Abstract

We introduce a theory of non-commutative Lp 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 Itô-Grassmann 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  Φ24 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  Φ24 .

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