A Feynman-Kac formula for anticommuting Brownian motion

被引：1
|
作者：
Leppard, S [1 ]
Rogers, A [1 ]
机构：
[1] Kings Coll London, Dept Math, London WC2R 2LS, England
来源：
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 2001年 / 34卷 / 03期
关键词：
D O I：
10.1088/0305-4470/34/3/315
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Motivated by application to quantum physics, anticommuting analogues of Wiener measure and Brownian motion are constructed. The corresponding Ito integrals are defined and the existence and uniqueness of solutions to a class of stochastic differential equations is established. This machinery is used to provide a Feynman-Kac formula for a class of Hamiltonians. Several specific examples are considered.
引用
收藏
页码：555 / 568
页数：14
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