Ito formula for free stochastic integrals

被引：14
|
作者：
Anshelevich, M [1 ]
机构：
[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2002年 / 188卷 / 01期
基金：
美国国家科学基金会;
关键词：
D O I：
10.1006/jfan.2001.3849
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The objects under investigation are the stochastic integrals with respect to free Levy 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 Ito formula. we prove the full functional Ito formula in this context. (C) 2002 Elsevier Science (USA).
引用
收藏
页码：292 / 315
页数：24
相关论文
共 50 条
12345