On Free Stochastic Differential Equations

被引：9
作者：
Kargin, Vladislav [1 ]
机构：
[1] Stanford Univ, Dept Math, Palo Alto, CA 94305 USA
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2011年 / 24卷 / 03期
关键词：
Free probability; Stochastic differential equations;
D O I：
10.1007/s10959-011-0341-z
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：821 / 848
页数：28
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