On the rough-paths approach to non-commutative stochastic calculus (Q2436748): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2032749695 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1301.6238 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5701326 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus with respect to free Brownian motion and analysis on Wigner space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free diffusions, free entropy and free Fisher information / rank
 
Normal rank
Property / cites work
 
Property / cites work: ULTRACONTRACTIVITY AND STRONG SOBOLEV INEQUALITY FOR q-ORNSTEIN–UHLENBECK SEMIGROUP (-1 < q < 1) / rank
 
Normal rank
Property / cites work
 
Property / cites work: An example of a generalized Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(q\)-Gaussian processes: Non-commutative and classical aspects / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lévy area process for the free Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free Wishart processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis, rough path analysis and fractional Brownian motions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free Jacobi process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough Volterra equations. II: Convolutional generalized integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-linear rough heat equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with rough drivers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration with respect to \(q\) Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by Gaussian signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional Stochastic Processes as Rough Paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough evolution equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free diffusions and matrix models with strictly convex interaction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough stochastic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On free stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wigner chaos and the fourth moment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: System Control and Rough Paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delay equations driven by rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on the Combinatorics of Free Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integration on the full Fock space with the help of a kernel calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Levy area for the free Brownian motion: existence and non-existence. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Addition of certain non-commuting random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit laws for random matrices and free products / rank
 
Normal rank

Latest revision as of 10:20, 7 July 2024

scientific article
Language Label Description Also known as
English
On the rough-paths approach to non-commutative stochastic calculus
scientific article

    Statements

    On the rough-paths approach to non-commutative stochastic calculus (English)
    0 references
    0 references
    0 references
    26 February 2014
    0 references
    0 references
    non-commutative stochastic calculus
    0 references
    rough paths theory
    0 references
    free Brownian motion
    0 references
    approximation results
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references