Ito formula for free stochastic integrals

Details Ito formula for free stochastic integrals Ito formula for free stochastic integrals

2001-02-08

arxiv.org/abs/math/0102063v1

J. Funct. Anal. 188 (2002), 292-315

Mathematics

Operator Algebras

17 pages, AMS-LaTeX2e

Scientific paper

The objects under investigation are the stochastic integrals with respect to
free Levy processes. We define such integrals for square-integrable integrands,
as well as for a certain general class of bounded integrands. Using the product
form of the Ito formula, we prove the full functional Ito formula in this
context.

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