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Levy area for the free Brownian motion: existence and non-existence
Authors:Nicolas Victoir
Affiliation: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
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