On invariant measures of nonlinear Markov processes

DOI10.1155/S1048953393000310zbMath0806.60046OpenAlexW2000254071MaRDI QIDQ1317199

Xinhong Ding, Nasir Uddin Ahmed

Publication date: 12 February 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47069

zbMATH Keywords

stochastic differential equationinfinitesimal generatorMcKean-Vlasov equationnonlinear Markov processexistence and uniqueness of an invariant measure

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

Related Items (6)

Existence of invariant probability measures for functional McKean-Vlasov SDEs ⋮ Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction ⋮ Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures ⋮ Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations ⋮ On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations ⋮ Phase transitions for a class of time-inhomogeneous diffusion processes

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