DIFFUSION PROCESSES WITH RESPECT TO FREE BROWNIAN MOTION

DOI10.1142/S0219025700000273MaRDI QIDQ4522399zbMATH OpenFDO

Authors Maria Elvira Mancino

Publication date 2 August 2001

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219025700000273

zbMATH Keywords

existencefree Fock spaceMarkov propertystochastic differential equations of diffusion typeuniqueness

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Diffusion processes (60J60) Quantum stochastic calculus (81S25)

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Cites work

• Quantum Ito's formula and stochastic evolutions
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\)
• Stochastic integration on the full Fock space with the help of a kernel calculus

Cited in

(3)

• Free Markov processes and stochastic differential equations in von Neumann algebras
• scientific article; zbMATH DE number 1003147 (Why is no real title available?)
• Free CIR processes

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