2 papers
math.PR2026
Well-posedness and stationary distribution of free stochastic differential equations
Jiaxin Wei, Zhi Yin
This paper studies free stochastic differential equations driven by free Brownian motion. Under local operator Lipschitz and Lyapunov-type conditions on the coefficients, we prove…
math.NA2025
Stochastic theta methods for free stochastic differential equations
Yuanling Niu, Jiaxin Wei, Zhi Yin +1
We introduce free probability analogues of the stochastic theta methods for free stochastic differential equations in this work. Assume that the drift coefficient of the free stoch…