2001/02/08 by Michael Anshelevich
Mathematics · #math.OA #math.PR #msc:46L54 #msc:60G10 #msc:81S25
published as J. Funct. Anal. 188 (2002), 292-315 · 17 pages, AMS-LaTeX2e
arxiv created 2001/02/08 · arxiv updated 2009/11/30
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.