Ito formula for free stochastic integrals
算子代数
2007-05-23 v1 概率论
摘要
The 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.
引用
@article{arxiv.math/0102063,
title = {Ito formula for free stochastic integrals},
author = {Michael Anshelevich},
journal= {arXiv preprint arXiv:math/0102063},
year = {2007}
}
备注
17 pages, AMS-LaTeX2e