Summary
We prove a Lévy type characterization theorem for the free Brownian motion and the free Poisson process using martingale and convariance conditions and some assumption on fourth order conditional moments.
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Fagnola, F. A Lévy theorem for free noises. Probab. Th. Rel. Fields 90, 491–504 (1991). https://doi.org/10.1007/BF01192140
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DOI: https://doi.org/10.1007/BF01192140
Keywords
- Stochastic Process
- Brownian Motion
- Probability Theory
- Poisson Process
- Mathematical Biology