On free stochastic processes and their derivatives (original) (raw)

Itô's formula for noncommutative C2C^2C2 functions of free Itô processes

Evangelos Nikitopoulos

Documenta Mathematica, 2022

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It\^{o}'s Formula for Noncommutative C2C^2C2 Functions of Free It\^{o} Processes with Respect to Circular Brownian Motion

Evangelos Nikitopoulos

2020

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Meixner Class of Non-Commutative Generalized Stochastic Processes with Freely Independent Values I. A Characterization

M. Bożejko

Communications in Mathematical Physics, 2009

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Stochastic processes as Fourier transforms of stochastic measures

Hannu Niemi

Annales Academiae Scientiarum Fennicae Series A I Mathematica, 1975

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Introduction to Infinite Dimensional Stochastic Analysis

Jia-an Yan

2000

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On the Structure of the Infinitesimal sigma\sigma sigma-Algebra of Gaussian Processes and Fields

Leonid Piterbarg

Theory of Probability & Its Applications, 1987

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On the Analytic Structure of Second-Order Non-Commutative Probability Spaces and Functions of Bounded Fréchet Variation

Mario Alain Vilcapaza Diaz

2022

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On operator-valued stochastic integrals

Hui-hsiung Kuo

Bulletin of the American Mathematical Society, 1973

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An application of the nonselfadjoint operators theory in the study of stochastic processes

Latifa Debbi

Journal of Applied Mathematics and Stochastic Analysis, 2004

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Non-commutative stochastic distributions and applications to linear systems theory

Daniel Alpay, Guy Salomon

Stochastic Processes and their Applications, 2013

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Noncommutative Lévy processes for generalized (particularly anyon) statistics

M. Bożejko

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On stochastic differentials in Hilbert spaces

Enrique M. Cabaña

Proceedings of the American Mathematical Society, 1969

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On the multiplication of operator-valued c-free random variables

mihai popa

arXiv: Operator Algebras, 2015

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Commutative nonstationary stochastic fields

Raed Hatamleh

2002

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Noncommutative analysis, Multivariable spectral theory for operators in Hilbert space, Probability, and Unitary Representations

Palle Jorgensen

arXiv: Functional Analysis, 2014

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Multiple Q-adapted integrals and Itô formula of noncommutative stochastic calculus in Fock space

Matthew Brown

Communications on Stochastic Analysis, 2012

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The covariation for Banach space valued processes and applications

Giorgio Fabbri, Cristina Di Girolami

Metrika, 2014

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AN APPLICATION OF THE FREE CONVOLUTION (Development of Infinite-Dimensional Noncommutative Analysis)

Hiroaki Yoshida

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Noncommutative Brownian Motions Associated With Kesten Distributions and Related Poisson Processes

Romuald Lenczewski

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2008

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A stochastic integral of operator-valued functions

Volodymyr Tesko

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MALLIAVIN CALCULUS AND SKOROHOD INTEGRATION FOR QUANTUM STOCHASTIC PROCESSES

Uwe Franz, Rémi Léandre

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2001

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Representations of the canonical commutation relations--algebra and the operators of stochastic calculus

Palle Jorgensen

arXiv: Operator Algebras, 2016

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White Noise Space Analysis and Multiplicative Change of Measures

Palle Jorgensen

2021

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Hilbert Space Valued Generalized Random Processes – Part I

Dora Selesi

2007

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Motzkin path decompositions of functionals in noncommutative probability

Romuald Lenczewski

arXiv: Operator Algebras, 2020

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Interacting Fock Spaces and Gaussianization of Probability Measures

M. Bożejko, Luigi Accardi

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 1998

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Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space

Palle Jorgensen

Sampling theory, signal processing, and data analysis, 2023

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An expansion of the free Markov field

D. Surgailis

Lithuanian Mathematical Journal, 1979

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Infinite dimensional stochastic processes associated with the Exotic Laplacians (Non-Commutative Analysis and Micro-Macro Duality)

Kimiaki Saitô

2008

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Noncommuting random evolutions, and an operator-valued Feynman-Kac formula

Reuben Hersh

Communications on Pure and Applied Mathematics, 1972

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Towards a Non-linear Extension of Stochastic Calculus(Quantum Stochastic Analysis and Related Fields)

Nobuaki Obata

1996

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Infinite-dimensional Lie Algebras, Representations, Hermitian Duality and the Operators of Stochastic Calculus

Palle Jorgensen

Axioms, 2016

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A Note on Transformations on White Noise Functions -Hida's Whiskers Revisited-(Recent Trends in Infinite Dimensional Non-Commutative Analysis)

Nobuaki Obata

数理解析研究所講究録, 1998

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q -Gaussian Processes: Non-commutative and Classical Aspects

M. Bożejko

Communications in Mathematical Physics, 1997

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Generalized covariation for Banach space valued processes, It\^o formula and applications

Cristina Di Girolami

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