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A Lévy theorem for free noises
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  • Published: December 1991

A Lévy theorem for free noises

  • Franco Fagnola1 

Probability Theory and Related Fields volume 90, pages 491–504 (1991)Cite this article

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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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Authors and Affiliations

  1. Dipartimento di Matematica, Università di Trento, I-38050, Povo (TN), Italy

    Franco Fagnola

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  1. Franco Fagnola
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Cite this article

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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  • Received: 12 July 1990

  • Revised: 20 July 1991

  • Issue Date: December 1991

  • DOI: https://doi.org/10.1007/BF01192140

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Poisson Process
  • Mathematical Biology
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