Free Ornstein--Uhlenbeck processes
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Publication:2497391
DOI10.1016/j.jmaa.2005.09.013zbMath1110.46041OpenAlexW2019254211MaRDI QIDQ2497391
Publication date: 4 August 2006
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.09.013
free Lévy processfractional free Ornstein-Uhlenbeck processfree fractional Brownian motionfree Ornstein-Uhlenbeck process
Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53)
Related Items (7)
Itô's formula for noncommutative \(C^2\) functions of free Itô processes ⋮ Numerical Solution of Free Stochastic Differential Equations ⋮ Selfsimilar free additive processes and freely selfdecomposable distributions ⋮ On free stochastic differential equations ⋮ Wigner chaos and the fourth moment ⋮ Free Markov processes and stochastic differential equations in von Neumann algebras ⋮ Equivalence between logarithmic Sobolev inequality and hypercontractivity in a probability gage space
Cites Work
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- Itô formula for free stochastic integrals
- Fractional {O}rnstein-{U}hlenbeck processes
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Free Random Variables
- Periodic Ornstein-Uhlenbeck processes driven by Lévy processes
- Free diffusions, free entropy and free Fisher information
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