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The main purpose of this paper is to study the tracial states \\(\\tau_V\\) which solve the Schwinger-Dyson equation   \\[  \\tau_V \\otimes \\tau_V ( \\partial_i P) = \\tau_V ( D_i V P) \\tag{2}  \\]   for some general potential \\(V\\), where \\(P\\) is a polynomial, \\(i \\in \\{ 1, \\dots, m \\}\\), and \\(\\partial_i\\) (resp., \\(D_i\\)) are respectively the non-commuting derivative (resp., the cyclic derivative) with respect to the variable \\(X_i\\). When \\(V\\) \\(\\in\\) \\({\\mathbb C} \\langle X_1, \\dots, X_m \\rangle\\) is a polynomial in \\(m\\) non-commuting variables, then \\(V\\) is said to be \\((c, M)\\)-convex if for any \\(m\\)-tuple of non-commutative variables \\(X =\\) \\(( X_1, \\dots, X_m )\\) and \\(Y\\) \\(=\\) \\(( Y_1, \\dots, Y_m )\\) in some \\(C^*\\)-algebra \\(( {\\mathcal A}, \\| \\cdot \\|_{\\infty} )\\) satisfying \\(\\| X_i \\|_{\\infty}\\), \\(\\| Y_i \\|_{\\infty} \\leqslant M\\) for \\(i =\\) \\(1, \\dots, m\\), we have the inequality  \\[  [ D V(X) - D V(Y) ] \\cdot ( X - Y) \\geq c ( X- Y) \\cdot (X - Y), \\tag{3}  \\]  where the inequality is understood in the sense of operators, i.e., \\(X \\geq Y\\) iff \\(X - Y\\) is self-adjoint and has non-negative spectrum. Assume that \\(V\\) is \\((c, M)\\)-convex. Let \\(( {\\mathcal A}, *, \\phi)\\) be a non-commutative probability space generated by a free Brownian motion \\(S\\), and \\(\\| \\cdot \\|_{\\infty}\\) be the operator norm in \\(( {\\mathcal A}, \\phi)\\). Then there exists a unique solution \\(X_t^Z\\) to (1) such that   \\[ \\| X_t^Z \\|_{\\infty} \\leqslant M, \\quad \\forall t \\in [0, \\infty), \\quad \\text{and} \\quad \\limsup_{t \\to \\infty} \\| X_t^Z \\|_{\\infty} \\leqslant B_0, \\tag{4}  \\]   where \\(B_0\\) is a finite constant depending only on \\(c\\) and \\(\\| DV(0).DV(0) \\|_{\\infty}\\). The authors prove that such free processes have a unique stationary law \\(\\mu_V\\), and also that the restriction \\(\\tau_V\\) of \\(\\mu_V\\) to \\({\\mathbb C} \\langle X_1, \\dots, X_m \\rangle\\) satisfies the Schwinger-Dyson equation, namely, for all \\(P \\in\\) \\({\\mathbb C} \\langle X_1, \\dots, X_m \\rangle\\) and all \\(i \\in\\) \\(\\{ 1, \\dots, m \\}\\), \\(\\tau_V\\) satisfies   \\[ \\tau_V \\otimes \\tau_V ( \\partial_i P ) = \\tau_V ( D_i V P). \\tag{5}  \\]  When the potential \\(V\\) is self-adjoint, the authors show that the law \\(\\mu_V\\) is the limit law of a random matrix model, in which an \\(m\\)-tuple of self-adjoint matrices \\(A_1, \\dots, A_m\\), are chosen according to the law   \\[  d \\mu_V^N(A_1, \\dots, A_m) = \\frac{1}{Z_N(V)} \\exp \\{ - N \\cdot \\text{Tr}( V(A_1, \\dots, A_m)) \\} \\,d A_1\\dots d A_m. \\tag{6}  \\]   If \\(V = V_{\\beta}\\) depends on complex parameters \\(\\beta_1, \\dots, \\beta_k\\), it is shown that the moments of the law \\(\\mu_V\\) are analytic in \\(\\beta=( \\beta_i )_{1 \\leqslant i \\leqslant k}\\) at least for those \\(\\beta\\) for which \\(V_{\\beta}\\) is locally convex. In particular, this gives information on the region of convergence of the generating function for the enumeration of related planar maps. Define   \\[  \\begin{aligned} \\hat{\\mu}_N(P) & = \\tfrac{1}{N} \\,\\text{Tr} ( P(A_1,\\dots, A_m)), \\\\ d \\mu_V^N ( A_1, \\dots, A_m) & = \\frac{1_{ \\{ \\| A_i \\|_{\\infty} \\leqslant M \\} }}{ Z_N(V)} e^{- N \\cdot \\text{Tr}( V(A_1, \\dots, A_m ))} \\,d A_1 \\cdots d A_m, \\end{aligned}  \\]   and   \\[  \\bar{\\mu}_V^N(P) := \\int \\hat{\\mu}_N (P) \\,d \\mu_V^N ( A_1, \\dots, A_m ). \\tag{7}  \\]   Let \\(\\tau\\) be the unique law of \\(m\\) self-adjoint variables such that for all \\(i \\in \\{ 1, \\dots, m \\}\\) and all polynomials \\(P\\),   \\[ \\tau \\otimes \\tau( \\partial_i P) = \\tau( D_i V P) \\tag{8}  \\]   and such that \\(\\tau( X_i^{2k} ) \\leqslant B_0^{2k}\\), for any \\((c, M)\\)-convex self-adjoint polynomial \\(V\\). Then it is proved that \\(\\bar{\\mu}_V^N\\) converges to \\(\\tau\\), and also that if \\(Z\\) has law \\(\\tau\\), then the algebra \\(W^*(Z)\\) can be embedded into the ultrapower of the hyperfinite \\(II_1\\) factor. The microstate \\(\\Gamma_t\\) is given by   \\[  \\begin{aligned} \\Gamma_t \\equiv \\Gamma( \\tau, \\varepsilon, R, k) = \\Big\\{&X_1, \\dots, X_m : \\| X_i \\|_{\\infty} \\leqslant R,\\;| \\tfrac{1}{N} \\text{Tr}( P(X_1, \\dots, X_m )) - \\tau(P) | \\leqslant \\varepsilon, \\\\ &\\text{for all monomials of degree less than }k \\Big\\}. \\end{aligned}\\tag{9} \\]   Let vol denote the volume on the space of \\(m\\) \\(N \\times N\\) Hermitian matrices. Then the free entropy \\(\\chi (\\tau)\\) satisfies   \\[  \\begin{aligned} \\chi(\\tau) & = \\limsup _{\\substack{ \\varepsilon \\downarrow 0 \\\\ k, R \\to \\infty }} \\limsup_{N \\to \\infty} \\left( \\frac{1}{N^2} \\log \\text{vol} ( \\Gamma_t) + \\frac{m}{2} \\log N \\right) \\\\ & = \\liminf _{\\substack{ \\varepsilon \\downarrow 0 \\\\ k, R \\to \\infty }} \\liminf_{N \\to \\infty} \\left( \\frac{1}{N^2} \\log \\text{vol} ( \\Gamma_t) + \\frac{m}{2} \\log N \\right). \\end{aligned} \\tag{10}  \\]   Since the solution \\(X_t\\) has nice convergence properties with respect to the operator norm as \\(t\\) goes to infinity, reflecting on various properties of \\(C^*\\) and \\(W^*\\) algebras generated by an \\(m\\)-tuple with law \\(\\mu_V\\), the authors can show that the microstates free entropy \\(\\chi(\\mu_V)\\) is finite when \\(V\\) is self-adjoint. Moreover, the fact that the support of the law of any self-adjoint polynomial in \\(X_1, \\dots, X_n\\) under the law \\(\\mu_V\\) is connected, is derived as well.  For other related works, see, e.g., \\textit{P.\\,Biane} [Acta Math.\\ Sin., Engl.\\ Ser.\\ 19, No.\\,3, 497--506 (2003; Zbl 1040.46042)] for matrix models and free entropy, \\textit{P.\\,Biane} and \\textit{R.\\,Speicher} [Ann.\\ Inst.\\ Henri Poincar\u00e9, Probab.\\ Stat.\\ 37, No.\\,5, 581--606 (2001; Zbl 1020.46018)] for free diffusions and free entropy, and \\textit{U.\\,Haagerup, H.\\,Schultz} and \\textit{S.\\,Thorbj\u00f8rnsen} [Adv.\\ Math.\\ 204, No.\\,1, 1--83 (2006; Zbl 1109.15020)] for a random matrix approach to the lack of projections in the 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