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The Lévy area process for the free Brownian motion. (English) Zbl 0979.60044
A Lévy area process for the free Brownian motion and a typical geometric rough path, laying above the free Brownian path, are constructed. The general result of T. J. Lyons [Rev. Mat. Iberoam. 14, No. 2, 215-310 (1998; Zbl 0923.34056)] is applied to the free Brownian motion case.

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
34F05 Ordinary differential equations and systems with randomness
Full Text: DOI
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