Title of article :
Levy area for the free Brownian motion: existence and non-existence
Author/Authors :
Nicolas Victoir، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
This note extends the work of Capitaine (J. Funct. Anal. 179 (1) (2001) 153) on the Levy area process for the free Brownian motion in two directions. First, we reprove that a Levy area for the Free Brownian motion exists in the Von Neumann tensor product, by exhibiting a non-commutative Burkholder–Davis–Gundy type inequality. Then, we show that there does not exist a Levy area in the projective tensor product
Keywords :
Free Brownian motion , Rough paths , Burkholder–Davis–Gundy inequality , Tensorproduct
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis