Existence of invariant probability measures for functional McKean-Vlasov SDEs

DOI10.1214/22-EJP773zbMath1487.60144arXiv2107.13881OpenAlexW3183459973MaRDI QIDQ2136088

Jianhai Bao, Chenggui Yuan, Michael K. R. Scheutzow

Publication date: 10 May 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.13881

zbMATH Keywords

Kakutani's fixed point theoreminvariant probability measurefunctional McKean-Vlasov SDE

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Fixed-point theorems on manifolds (58C30) Diffusion processes (60J60) Probabilistic measure theory (60A10)

Related Items (5)

Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction ⋮ Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations ⋮ Large and moderate deviation principles for path-distribution-dependent stochastic differential equations ⋮ McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion ⋮ Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations

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