Title of article :
Itô Formula for Free Stochastic Integrals
Author/Authors :
Anshelevich، نويسنده , , Michael، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
24
From page :
292
To page :
315
Abstract :
The objects under investigation are the stochastic integrals with respect to free Lévy 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 Itô formula, we prove the full functional Itô formula in this context.
Journal title :
Journal of Functional Analysis
Serial Year :
2002
Journal title :
Journal of Functional Analysis
Record number :
1550737
Link To Document :
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