On invariant measures of nonlinear Markov processes. (1993)

• Record Type: Journal Article
• Authors: Ahmed Ahmed, N. U. N. U.; Ding Ding, Xinhong Xinhong
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 6:Number 4(1993)
• Page Start: 385
• Page End: 406
• Publication Date: 1993
• Subjects: stochastic differential equations -- McKean equation -- invariant measures; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953393000310
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in R d . We prove the existence and uniqueness of invariant measures of such process.