AbstractThe objects under investigation are the stochastic integrals with respect to free Lévy 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 Itô formula, we prove the full functional Itô formula in this context
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
AbstractWe consider free multiple stochastic measures in the combinatorial framework of the lattice ...
AbstractThis article links the hyperfinite theory of stochastic integration with respect to certain ...
AbstractThe objects under investigation are the stochastic integrals with respect to free Lévy proce...
AbstractWe present a theory of non-commutative stochastic integration analogous to the Itô-theory. I...
We define stochastic integrals with respect to free Brownian motion, and show that they satisfy Burk...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
In a recent paper, the author introduced a rich class $NC^k(\mathbb{R})$ of "noncommutative $C^k$" f...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
We present an alternative construction of the infinite dimensional Itô integral with respect to a Hi...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
AbstractWe present an abstract approach to noncommutative stochastic integration in the context of a...
In this work, we develop further the theory of stochastic integration of adapted and instantly indep...
This article explains how the Itovsn3 package can be extended to add various properties and rules f...
In this dissertation, we focus mainly on the further study of the new stochastic integral introduced...
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
AbstractWe consider free multiple stochastic measures in the combinatorial framework of the lattice ...
AbstractThis article links the hyperfinite theory of stochastic integration with respect to certain ...
AbstractThe objects under investigation are the stochastic integrals with respect to free Lévy proce...
AbstractWe present a theory of non-commutative stochastic integration analogous to the Itô-theory. I...
We define stochastic integrals with respect to free Brownian motion, and show that they satisfy Burk...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
In a recent paper, the author introduced a rich class $NC^k(\mathbb{R})$ of "noncommutative $C^k$" f...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
We present an alternative construction of the infinite dimensional Itô integral with respect to a Hi...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
AbstractWe present an abstract approach to noncommutative stochastic integration in the context of a...
In this work, we develop further the theory of stochastic integration of adapted and instantly indep...
This article explains how the Itovsn3 package can be extended to add various properties and rules f...
In this dissertation, we focus mainly on the further study of the new stochastic integral introduced...
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
AbstractWe consider free multiple stochastic measures in the combinatorial framework of the lattice ...
AbstractThis article links the hyperfinite theory of stochastic integration with respect to certain ...
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