The Lévy area process for the free Brownian motion (Q5927510): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:39, 5 March 2024
scientific article; zbMATH DE number 1579763
Language | Label | Description | Also known as |
---|---|---|---|
English | The Lévy area process for the free Brownian motion |
scientific article; zbMATH DE number 1579763 |
Statements
The Lévy area process for the free Brownian motion (English)
0 references
17 February 2002
0 references
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.
0 references
free Brownian motion
0 references
Lévy area process
0 references
differential equation driven by rough path
0 references