Levy area for the free Brownian motion: existence and non-existence.
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Publication:1428452
DOI10.1016/S0022-1236(03)00063-6zbMath1062.46055OpenAlexW2032298576MaRDI QIDQ1428452
Publication date: 29 March 2004
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0022-1236(03)00063-6
Related Items (8)
On stochastic calculus with respect to \(q\)-Brownian motion ⋮ On the rough-paths approach to non-commutative stochastic calculus ⋮ The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example -- an improvement of Menshov-Rademacher theorem ⋮ An extension theorem to rough paths ⋮ Geometric versus non-geometric rough paths ⋮ Yet another introduction to rough paths ⋮ Functionals of the Brownian Bridge ⋮ On the signature of a path in an operator algebra
Cites Work
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