Title of article
Itô Formula for Free Stochastic Integrals
Author/Authors
Anshelevich، نويسنده , , Michael، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
24
From page
292
To page
315
Abstract
The objects under investigation are the stochastic integrals with respect to free Lévy 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 Itô formula, we prove the full functional Itô formula in this context.
Journal title
Journal of Functional Analysis
Serial Year
2002
Journal title
Journal of Functional Analysis
Record number
1550737
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