The Ito-Clifford Integral III

by C. Barnett, R. F. Streater and I. F. Wilde.; Commun. Math. Phys., 89, 13-17, 1983.

ABSTRACT

It is shown that the solution to the Ito-Clifford stochastic differential equation

dX_t=F(X(t),t)d Psi(t)+[d Psi(t)]G(X(t),t)+H(X(t),t)dt,

where F,G,H are suitable Lipschitz functions and Psi(t) is the Fermion martingale, satisfies a Markov property.


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