A note on supersymmetry and stochastic differential equations

Francesco C. De Vecchi and Massimiliano Gubinelli

First issued 10 December 2019 · PDF

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.

Versions

1. Version 1 (arXiv v1) current
   10 December 2019
   PDF · LaTeX source · files and digests · arXiv:1912.04830

Cite

Francesco C. De Vecchi and Massimiliano Gubinelli. A note on supersymmetry and stochastic differential equations. Papers of Massimiliano Gubinelli, 2019, version 1. https://mgubi.org/papers/paper/supersymmetry-sdes/

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