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
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
Journal title :
Journal of Functional Analysis