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Elements of stochastic analysis for the case of Grassmann variables. I. Grassmann stochastic integrals and random processes

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This paper is the first part of a study of an approach to the definition of analogs of the concepts of classical stochastic analysis such as a stochastic integral, a random process, a stochastic differential equation, etc., for the case of Grassmann variables in a certain particular situation. Analogs of stochastic integrals and random processes are studied in the first part.

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Moscow State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 96, No. 1, pp. 23–36, July, 1993.

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Shcherbakov, V.V. Elements of stochastic analysis for the case of Grassmann variables. I. Grassmann stochastic integrals and random processes. Theor Math Phys 96, 792–800 (1993). https://doi.org/10.1007/BF01074107

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