Ito formula for free stochastic integrals

摘要

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. (C) 2002 Elsevier Science (USA). [References: 12]