On the rough-paths approach to non-commutative stochastic calculus
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Publication:2436748
DOI10.1016/J.JFA.2013.04.008zbMATH Open1291.46056arXiv1301.6238OpenAlexW2032749695MaRDI QIDQ2436748FDOQ2436748
Publication date: 26 February 2014
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Abstract: We study different possibilities to apply the principles of rough paths theory in a non-commutative probability setting. First, we extend previous results obtained by Capitaine, Donati-Martin and Victoir in Lyons' original formulation of rough paths theory. Then we settle the bases of an alternative non-commutative integration procedure, in the spirit of Gubinelli's controlled paths theory, and which allows us to revisit the constructions of Biane and Speicher in the free Brownian case. New approximation results are also derived from the strategy.
Full work available at URL: https://arxiv.org/abs/1301.6238
Recommendations
Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)
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Cited In (9)
- Banach *-algebras generated by semicircular elements induced by certain orthogonal projections
- On the signature of a path in an operator algebra
- Quasi-shuffle algebras in non-commutative stochastic calculus
- Integration with respect to the non-commutative fractional Brownian motion
- Itô's formula for noncommutative \(C^2\) functions of free Itô processes
- The Sewing lemma for \(0 < \gamma \leq 1\)
- Integration with respect to the Hermitian fractional Brownian motion
- On stochastic calculus with respect to \(q\)-Brownian motion
- Rough paths and SPDE
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