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math.CO2001
Free martingale polynomials
Michael Anshelevich
In this paper we investigate the properties of the free Sheffer systems, which are certain families of martingale polynomials with respect to the free Levy processes. First, we cla…
math.OA2001
Ito formula for free stochastic integrals
Michael Anshelevich
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 certai…
math.OA2001
Free stochastic measures via noncrossing partitions II
Michael Anshelevich
We show that for stochastic measures with freely independent increments, the partition-dependent stochastic measures of math.OA/9903084 can be expressed purely in terms of the high…