Ito formula for free stochastic integrals
classification
🧮 math.OA
math.PR
keywords
formulaintegralsfreeintegrandsstochasticboundedcertainclass
read the original abstract
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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