• 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