On Free Stochastic Differential Equations
Probability
2012-03-26 v1
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
Cite
@article{arxiv.1101.2697,
title = {On Free Stochastic Differential Equations},
author = {Vladsislav Kargin},
journal= {arXiv preprint arXiv:1101.2697},
year = {2012}
}
Comments
accepted to Journal of Theoretical Probability