Free stochastic measures via noncrossing partitions II

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.

authors

• Anshelevich, Michael

published proceedings

• PACIFIC JOURNAL OF MATHEMATICS

author list (cited authors)

• Anshelevich, M.

complete list of authors

• Anshelevich, M

publisher

• Mathematical Sciences Publishers  Publisher

published in

• PACIFIC JOURNAL OF MATHEMATICS  Journal

keywords

• 49 Mathematical Sciences
• 4904 Pure Mathematics

Digital Object Identifier (DOI)

• 10.2140/pjm.2002.207.13

start page

• 13

end page

• 30

volume

• 207

issue

• 1