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An action functional for Lévy Brownian motion

✍ Scribed by Nigel J. Cutland

Book ID
118287104
Publisher
Springer Netherlands
Year
1990
Tongue
English
Weight
700 KB
Volume
18
Category
Article
ISSN
0167-8019

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In this paper, we construct a Le vy area process for the free Brownian motion and in this way, a typical geometric rough path (in the sense of T. Lyons (1998, Rev. Mat. Iberoamer. 14, 215 310)), lying above the free Brownian path. Thus, the general results of Lyons on differential equations driven b