Title of article
Levy area for the free Brownian motion: existence and non-existence
Author/Authors
Nicolas Victoir، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
15
From page
107
To page
121
Abstract
This note extends the work of Capitaine (J. Funct. Anal. 179 (1) (2001) 153) on the Levy area process for the free Brownian motion in two directions. First, we reprove that a Levy area for the Free Brownian motion exists in the Von Neumann tensor product, by exhibiting a non-commutative Burkholder–Davis–Gundy type inequality. Then, we show that there does not exist a Levy area in the projective tensor product
Keywords
Free Brownian motion , Rough paths , Burkholder–Davis–Gundy inequality , Tensorproduct
Journal title
Journal of Functional Analysis
Serial Year
2004
Journal title
Journal of Functional Analysis
Record number
761735
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