Year: 2011
Type: preprint
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.
Source: arXiv (Cornell University)
Author: Kargin, Vladsislav
Institution: Stanford University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2952691696