On invariant measures of nonlinear Markov processes-Reference-Cited by-同舟云学术

On invariant measures of nonlinear Markov processes

Published:1993-01-01 Issue:4 Volume:6 Page:385-406
ISSN:1048-9533
Container-title:Journal of Applied Mathematics and Stochastic Analysis
language:en
Short-container-title:Journal of Applied Mathematics and Stochastic Analysis

Author:

Ahmed N. U.¹,Ding Xinhong¹

Affiliation:

1. University of Ottawa, Department of Electrical Engineering and Department of Mathematics, Ontario, Ottawa KIN 6N5, Canada

Abstract

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

Publisher

Hindawi Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

http://downloads.hindawi.com/archive/1993/487042.pdf

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