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Existence and non-uniqueness of stationary distributions for distribution dependent SDEs - MaRDI portal

Existence and non-uniqueness of stationary distributions for distribution dependent SDEs (Q6165987)

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scientific article; zbMATH DE number 7721265
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Existence and non-uniqueness of stationary distributions for distribution dependent SDEs
scientific article; zbMATH DE number 7721265

    Statements

    Existence and non-uniqueness of stationary distributions for distribution dependent SDEs (English)
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    2 August 2023
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    distribution dependent SDEs
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    invariant probabilities
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    McKean-Vlasov stochastic differential equations
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    phase transition
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    Zvonkin's transform
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