Free stochastic measures via noncrossing partitions II Academic Article uri icon

abstract

  • We show that for stochastic processes with freely independent increments, the partition-dependent stochastic measures can be expressed purely in terms of the higher stochastic measures and the higher diagonal measures of the original process.

published proceedings

  • Pacific Journal of Mathematics

author list (cited authors)

  • Anshelevich, M.

citation count

  • 5

complete list of authors

  • Anshelevich, Michael

publication date

  • November 2002