We approach the problem of understanding the logical aspects of stochastic calculus through topos theoretic methods. In particular, we construct a tripos which encodes a higher-order logic tailor-made for a specific probability space, which we call Scott tripos. Some internal features and constructions of the associated topos are discussed. Furthermore, we study a family of adjoint modal operators arising from a filtration on a probability space. We explore whether these are related to modal operators in process logics (CTL*, PDL) and we give a negative answer.

Internal mathematics for stochastic calculus: a tripos-theoretic approach

Capucci, Matteo
2020/2021

Abstract

We approach the problem of understanding the logical aspects of stochastic calculus through topos theoretic methods. In particular, we construct a tripos which encodes a higher-order logic tailor-made for a specific probability space, which we call Scott tripos. Some internal features and constructions of the associated topos are discussed. Furthermore, we study a family of adjoint modal operators arising from a filtration on a probability space. We explore whether these are related to modal operators in process logics (CTL*, PDL) and we give a negative answer.
2020-07-17
123
Internal mathematics, topos theory, stochastc calculus
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/21444