The Lévy Area Process for the Free Brown
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M. Capitaine; C. Donati-Martin
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Article
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2001
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Elsevier Science
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English
⚖ 162 KB
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