Ito formula for free stochastic integrals

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dc.creatorAnshelevich, Michael
dc.date2001-02-08
dc.date.accessioned2026-07-07T04:40:04Z
dc.date.available2026-07-07T04:40:04Z
dc.descriptionThe objects under investigation are the stochastic integrals with respect to free Levy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product form of the Ito formula, we prove the full functional Ito formula in this context.
dc.description17 pages, AMS-LaTeX2e
dc.identifierhttps://arxiv.org/abs/math/0102063
dc.identifierhttp://arxiv.org/abs/math/0102063
dc.identifierJ. Funct. Anal. 188 (2002), 292-315
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/60914
dc.subjectOperator Algebras
dc.subjectProbability
dc.subject46L54 (Primary) 60G10, 81S25 (Secondary)
dc.titleIto formula for free stochastic integrals
dc.typetext

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