Itô Formula for Free Stochastic Integrals |
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| Authors: | Michael Anshelevich |
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| Institution: | Department of Mathematics, University at California, Berkeley, California, 94720, f1E-mail: manshel@math.berkeley.eduf1 |
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| Abstract: | The 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. |
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