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

DOI10.1016/j.jfa.2017.08.019zbMath1397.46049arXiv1612.05757OpenAlexW2950455053MaRDI QIDQ1693259

René Schott, Aurélien Deya

Publication date: 11 January 2018

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05757

zbMATH Keywords

\(q\)-Brownian motionnoncommutative stochastic calculusrough path approach

Mathematics Subject Classification ID

Gaussian processes (60G15) Noncommutative probability and statistics (46L53) Stochastic integrals (60H05)

Related Items (4)

Integration with respect to the non-commutative fractional Brownian motion ⋮ Fock space associated with quadrabasic Hermite orthogonal polynomials ⋮ On multiplication in \(q\)-Wiener chaoses ⋮ Integration with respect to the Hermitian fractional Brownian motion

Cites Work

• Fourth moment theorem and \(q\)-Brownian chaos
• An example of a generalized Brownian motion
• Limit laws for random matrices and free products
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• \(q\)-Gaussian processes: Non-commutative and classical aspects
• Levy area for the free Brownian motion: existence and non-existence.
• Stochastic integration with respect to \(q\) Brownian motion
• Controlling rough paths
• Interpolations between bosonic and fermionic relations given by generalized Brownian motions
• On the rough-paths approach to non-commutative stochastic calculus
• Lectures on the Combinatorics of Free Probability
• System Control and Rough Paths
• Parastochastics
• Unnamed Item

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