Diffusion processes with respect to free Brownian motion

Authors
Mancino, ME
Citation
Me. Mancino, Diffusion processes with respect to free Brownian motion, INFIN DIMEN, 3(3), 2000, pp. 435-443
Citations number
5
Categorie Soggetti
Mathematics
Journal title
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
ISSN journal
02190257 → ACNP
Volume
3
Issue
3
Year of publication
2000
Pages
435 - 443
Database
ISI
SICI code
0219-0257(200009)3:3<435:DPWRTF>2.0.ZU;2-3
Abstract
We prove the existence, uniqueness and Markov property for SDE of diffusion type in the context of the stochastic analysis on the free Fock space intr oduced in Ref. 1.