On Free Stochastic Differential Equations

被引：10

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

页码：821 / 848

页数：28

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