It Formula for Free Stochastic Integrals Academic Article uri icon

abstract

  • The objects under investigation are the stochastic integrals with respect to free Lvy 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 It formula, we prove the full functional It formula in this context. 2002 Elsevier Science (USA).

published proceedings

  • Journal of Functional Analysis

author list (cited authors)

  • Anshelevich, M.

citation count

  • 10

complete list of authors

  • Anshelevich, Michael

publication date

  • January 2002