Title of article :
Itô Formula for Free Stochastic Integrals
Author/Authors :
Anshelevich، نويسنده , , Michael، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
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
Journal title :
Journal of Functional Analysis