Ito formula for free stochastic integrals Academic Article

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).

authors

• Anshelevich, Michael

published proceedings

• JOURNAL OF FUNCTIONAL ANALYSIS

author list (cited authors)

• Anshelevich, M.

citation count

• 12

complete list of authors

• Anshelevich, M

publication date

• January 2002

publisher

• Elsevier  Publisher

published in

• Journal of Functional Analysis  Journal

Digital Object Identifier (DOI)

• 10.1006/jfan.2001.3849

start page

• 292

end page

• 315

volume

• 188

issue

• 1

URL

• http://dx.doi.org/10.1006/jfan.2001.3849