Free Ornstein--Uhlenbeck processes
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Publication:2497391
DOI10.1016/j.jmaa.2005.09.013zbMath1110.46041OpenAlexW2019254211MaRDI QIDQ2497391
Publication date: 4 August 2006
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.09.013
free Lévy processfractional free Ornstein-Uhlenbeck processfree fractional Brownian motionfree Ornstein-Uhlenbeck process
Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53)
Related Items
Itô's formula for noncommutative \(C^2\) functions of free Itô processes, Numerical Solution of Free Stochastic Differential Equations, Selfsimilar free additive processes and freely selfdecomposable distributions, On free stochastic differential equations, Wigner chaos and the fourth moment, Free Markov processes and stochastic differential equations in von Neumann algebras, Equivalence between logarithmic Sobolev inequality and hypercontractivity in a probability gage space
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