The Fermion Stochastic Calculus, I

by R. F. Streater; pp 245-257 in: "Stochastic Processes-Mathematics and Physics", Lecture Notes in Maths., 1158, 1986. Eds. S. Albeverio, Ph. Blanchard and L. Streit; Springer-Verlag.

CONTENTS

Part I

• Notation
• Three motivations
• The Clifford process
• The Ito-Clifford integral

Part II

• Martingales
• Stochastic derivatives
• Differential equations
• Hitting times, stopping times.

This was a talk at the first BiBos Symposium, 10-15 Sept. 1984. Paul-André Meyer was in the audience, and there being no other questions at the end, said, "This is all very beautiful, Professor Streater, but is it any use?". I was later that day able to ask him the same question, after he gave us a beautiful account of Brownian motion on a Riemannian manifold; to which he replied at once "Yes! Um zu habilitzieren". For some reason, his account does not appear in these proceedings.

The second part of this talk was given later at Heidelberg, and was published earlier than this, the first part.