Well-posedness and stationary distribution of free stochastic differential equations

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 the global well-posedness of solutions in the noncommutative probability setting using free Itô calculus.

We further establish the existence and uniqueness of stationary solutions under appropriate dissipativity conditions.

Our results extend classical theory to the free probability framework.