On free stochastic differential equations
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Publication:639339
DOI10.1007/s10959-011-0341-zzbMath1237.46047arXiv1101.2697OpenAlexW2033632591MaRDI QIDQ639339
Publication date: 20 September 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.2697
free Brownian motiongeometric Brownian motionexplosionfree stochastic differential equationsemicircle spectral distribution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Free probability and free operator algebras (46L54)
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