首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Levy area for the free Brownian motion: existence and non-existence
Authors:Nicolas Victoir
Institution:Mathematical Institute, University of Oxford, 24-29 St Giles’, Oxford, OX1 3LB, UK
Abstract:This note extends the work of Capitaine (J. Funct. Anal. 179 (1) (2001) 153) on the Levy area process for the free Brownian motion in two directions. First, we reprove that a Levy area for the Free Brownian motion exists in the Von Neumann tensor product, by exhibiting a non-commutative Burkholder-Davis-Gundy type inequality. Then, we show that there does not exist a Levy area in the projective tensor product.
Keywords:Free Brownian motion  Rough paths  Burkholder-Davis-Gundy inequality  Tensor product
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号