Title of article :
The Lévy Area Process for the Free Brownian Motion
Author/Authors :
Capitaine، نويسنده , , M. and Donati-Martin، نويسنده , , C.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
17
From page :
153
To page :
169
Abstract :
In this paper, we construct a Lévy area process for the free Brownian motion and in this way, a typical geometric rough path (in the sense of T. Lyons (1998, Rev. Mat. Iberoamer.14, 215–310)), lying above the free Brownian path. Thus, the general results of Lyons on differential equations driven by rough paths may be applied to the free Brownian motion case.
Keywords :
Free Brownian motion , differential equation driven by rough path , Lévy area process
Journal title :
Journal of Functional Analysis
Serial Year :
2001
Journal title :
Journal of Functional Analysis
Record number :
1550188
Link To Document :
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