Lévy processes in free probability

DOI10.1073/PNAS.232598299zbMath1063.46052OpenAlexW1972276303WikidataQ34429104 ScholiaQ34429104MaRDI QIDQ5460738

Steen Thorbjørnsen, Ole Eiler Barndorff-Nielsen

Publication date: 19 July 2005

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.232598299

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Free probability and free operator algebras (46L54) Quantum stochastic calculus (81S25)

Related Items (10)

Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Extending the Thorin class ⋮ Limit theorems in free probability theory. I ⋮ A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY ⋮ On Quantum Statistical Inference ⋮ On a class of free Lévy laws related to a regression problem ⋮ Semigroups of Upsilon transformations ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Lévy laws in free probability ⋮ Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization

Cites Work

• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• Notes on non-commutative integration
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• Processes with free increments
• Itô formula for free stochastic integrals
• An integral representation for selfdecomposable banach space valued random variables
• THE FIVE INDEPENDENCES AS QUASI-UNIVERSAL PRODUCTS
• Lévy laws in free probability

This page was built for publication: Lévy processes in free probability