On Free Stochastic Differential Equations

Vladislav Kargin ()

Journal of Theoretical Probability, 2011, vol. 24, issue 3, 821-848

Abstract: Abstract The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.

Keywords: Free probability; Stochastic differential equations; 60H10; 46L54; 15A52 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10959-011-0341-z

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