Learning Seminar on Basics of Free Stochastic Integration

Daniel Pepper, Department of Pure Mathematics, University of Waterloo

In this learning seminar we will study some basic facts about the free probability analogue of the Brownian motion, and about how one can do stochastic integration against the free Brownian motion.  The framework used will be the one of a C*-probability space.  The main reference followed will be a paper by P. Biane and R. Speicher titled "Stochastic calculus with respect to free Brownian motion and analysis on Wigner space" (in Probability Theory and Related Fields, 1998).

M3 3103