In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochastic processes and proved the marginal distributions of selfsimilar processes with freely independent increments are freely selfdecomposable. In this paper, we firstly introduce a new definition, stronger than Fan's one in general, of selfsimilarity via linear combinations of non-commutative stochastic processes, although their two definitions are equivalent for non-commutative stochastic processes with freely independent increments. We secondly prove the converse of Fan's result, to complete the relationship between selfsimilar free additive processes and freely selfdecomposable distributions. Furthermore, we construct stochastic integrals wit...
The classical stochastic integral R HdX is dened for real-valued semimartingales X. For processes wi...
This paper is a continuation of cite{KP06}, where we discussed the origins and inter-relations of ma...
ABSTRACT. A fundamental result of Biane (1998) states that a process with freely independent in-crem...
The concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
A direct proof is given of Voiculescu’s addition theorem for freely independent real-valued random v...
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
Wolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 89(3) (19...
AbstractWolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 8...
AbstractA direct proof is given of Voiculescu's addition theorem for freely independent real-valued ...
AbstractFree Ornstein–Uhlenbeck processes are studied in finite von Neumann algebras. It is shown th...
The classical stochastic integral R HdX is dened for real-valued semimartingales X. For processes wi...
This paper is a continuation of cite{KP06}, where we discussed the origins and inter-relations of ma...
ABSTRACT. A fundamental result of Biane (1998) states that a process with freely independent in-crem...
The concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
A direct proof is given of Voiculescu’s addition theorem for freely independent real-valued random v...
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
Wolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 89(3) (19...
AbstractWolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 8...
AbstractA direct proof is given of Voiculescu's addition theorem for freely independent real-valued ...
AbstractFree Ornstein–Uhlenbeck processes are studied in finite von Neumann algebras. It is shown th...
The classical stochastic integral R HdX is dened for real-valued semimartingales X. For processes wi...
This paper is a continuation of cite{KP06}, where we discussed the origins and inter-relations of ma...
ABSTRACT. A fundamental result of Biane (1998) states that a process with freely independent in-crem...