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- W2898743324 abstract "For a general free L'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L'evy-It^o representation of the original process. For a general free compound Poisson process, this convergence holds almost uniformly, This implies joint convergence in distribution to a $k$-tuple of higher variation processes, and so the existence of $k$-fold stochastic integrals as almost uniform limits. If the existence of moments of all orders is assumed, the result holds for free additive (not necessarily stationary) processes and more general approximants. In the appendix we note relevant properties of symmetric polynomials in non-commuting variables." @default.
- W2898743324 created "2018-11-09" @default.
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- W2898743324 date "2018-11-01" @default.
- W2898743324 modified "2023-09-23" @default.
- W2898743324 title "Higher variations for free L'evy processes" @default.
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- W2898743324 doi "https://doi.org/10.48550/arxiv.1811.00456" @default.
- W2898743324 hasPublicationYear "2018" @default.
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