The Lévy area process for the free Brownian motion (Q5927510)
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scientific article; zbMATH DE number 1579763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Lévy area process for the free Brownian motion |
scientific article; zbMATH DE number 1579763 |
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The Lévy area process for the free Brownian motion (English)
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17 February 2002
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A Lévy area process for the free Brownian motion and a typical geometric rough path, laying above the free Brownian path, are constructed. The general result of \textit{T. J. Lyons} [Rev. Mat. Iberoam. 14, No. 2, 215-310 (1998; Zbl 0923.34056)] is applied to the free Brownian motion case.
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free Brownian motion
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Lévy area process
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differential equation driven by rough path
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