The Lévy area process for the free Brownian motion (Q5927510): Difference between revisions

A Lévy area process for the free Brownian motion and a typical geometric rough path, laying above the free Brownian path, are constructed. The general result of \textit{T. J. Lyons} [Rev. Mat. Iberoam. 14, No. 2, 215-310 (1998; Zbl 0923.34056)] is applied to the free Brownian motion case.

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reviewed by

Aleksandra Rodkina

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Mathematics Subject Classification ID

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free Brownian motion

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Lévy area process

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differential equation driven by rough path

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1006/jfan.2000.3679

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Stochastic calculus with respect to free Brownian motion and analysis on Wigner space

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Stochastic differential equations for fractional Brownian motions

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Q5565478

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Stochastic area for Brownian motion on the Sierpiński gasket

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Differential equations driven by rough signals

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Flow of diffeomorphisms induced by a geometric multiplicative functional

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Multiplicative functions on the lattice of non-crossing partitions and free convolution

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Free Random Variables

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Sitelinks

Mathematics(1 entry)

mardi Publication:5927510

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+https://doi.org/10.1006/jfan.2000.3679
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+W2091843692
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+Q5701326
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+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q5565478
@@ Property / cites work: Q5565478 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic area for Brownian motion on the Sierpiński gasket
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+Flow of diffeomorphisms induced by a geometric multiplicative functional
+Normal rank
@@ Property / cites work @@
+Multiplicative functions on the lattice of non-crossing partitions and free convolution
+Normal rank
@@ Property / cites work @@
+Free Random Variables
@@ Property / cites work: Free Random Variables / rank @@
+Normal rank