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Ito formula for free stochastic integrals

Michael Anshelevich
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Abstract

The objects under investigation are the stochastic integrals with respect to free Levy 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 Ito formula, we prove the full functional Ito formula in this context.

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Michael Anshelevich. 2001-02-08. Ito formula for free stochastic integrals. https://arxiv.org/abs/math/0102063

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