Itô's formula for noncommutative \(C^2\) functions of free Itô processes
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Publication:2171313
DOI10.25537/dm.2022v27.1447-1507zbMath1505.46055arXiv2011.08493MaRDI QIDQ2171313
Publication date: 8 September 2022
Published in: Documenta Mathematica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.08493
Itô formulafunctional calculusfree probabilitymultiple operator integralfree stochastic calculusmatrix stochastic calculus
Free probability and free operator algebras (46L54) Functional calculus for linear operators (47A60) Stochastic integrals (60H05)
Related Items (3)
Erratum to: ``Itô's formula for noncommutative \(C^2\) functions of free Itô processes ⋮ The Brown measure of a family of free multiplicative Brownian motions ⋮ Noncommutative \(C^k\) functions and Fréchet derivatives of operator functions
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