25 citations · 105 across the 16 of their papers we have counts for
3 papers · 2 filters
Grassmannian stochastic analysis and the stochastic quantization of Euclidean Fermions
Sergio Albeverio, Luigi Borasi, Francesco C. De Vecchi +1
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algeb…
Mean-field limit for a class of stochastic ergodic control problems
Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano +1
We study a family of McKean-Vlasov (mean-field) type ergodic optimal control problems with linear control, and quadratic dependence on control of the cost function. For this class…
A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
Francesco C. De Vecchi, Luca M. Giordano, Daniela Morale +1
Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H…