Seminario

Algebraic formulation of the SDE-path integral correspondence

13 ottobre 2022
Orario di inizio 
14:30
PovoZero - Via Sommarive 14, Povo (Trento)
Aula "7" (Povo 0) e via Zoom (contattare dept.math@unitn.it per le credenziali)
Organizzato da: 
Dipartimento di Matematica
Destinatari: 
Comunità universitaria
Partecipazione: 
Ingresso libero
Referente: 
Dott. Nicolò Drago
Contatti: 
Staff Dipartimento di Matematica
0461/281508-1625-1701-3898-1980
Speaker: 
Alberto Bonicelli (Università di Pavia)

Abstract: Any stochastic ordinary differential equation admits an equivalent path integral description. Borrowing techniques from the algebraic approach to quantum field theory, we propose an alternative formulation of this correspondence, focused on the computation of expectation values and correlation functions of the perturbative solution. In addition this approach highlights an interesting interplay with the Ito and Stratonovich definition of stochastic integral. Eventually the SDE framework serves as a starting point to fully grasp a possible extension to a perturbative path integral formulation of stochastic PDEs.