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 It\^o 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.