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- W2034509887 abstract "We study a family of free stochastic processes whose covariance kernels K may be derived as a transform of a tempered measure σ . These processes arise, for example, in consideration of non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal basis in the corresponding non-commutative L 2 of sample-space. We define a stochastic integral for our family of free processes." @default.
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- W2034509887 date "2014-10-01" @default.
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- W2034509887 title "On free stochastic processes and their derivatives" @default.
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- W2034509887 doi "https://doi.org/10.1016/j.spa.2014.05.007" @default.
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