On stochastic calculus with respect to \(q\)-Brownian motion (Q1693259)

As an alternative to the approach to stochastic integration with respect to \(q\)-Brownian motion developed by \textit{C. Donati-Martin} [Probab. Theory Relat. Fields 125, No. 1, 77--95 (2003; Zbl 1033.60066)], the authors apply here their own rough path approach from [J. Funct. Anal. 265, No. 4, 594--628 (2013; Zbl 1291.46056)]. Their main result is Theorem 3.1, which gives the existence of a product Lévy area above \(q\)-Brownian motion for \(q\in[0,1)\). Thanks to the rough-path approach previously developed, this allows to defined stochastic integrals of bi-processes with respect to \(q\)-Brownian motion. In the last section of the paper, it is shown that, on the \(L^2(\varphi)\)-level, the integral defined using the rough path approach corresponds to a Stratonovich-type integral, while the approach of Donati-Martin [loc.\,cit.]\ leads to an Itô-type integral.