A new criterion on existence and uniqueness of stationary distribution for diffusion processes

DOI10.1186/1687-1847-2013-13zbMath1368.60086OpenAlexW2144024035WikidataQ59301913 ScholiaQ59301913MaRDI QIDQ2360487

Dayue Chen, Zhen Zhong Zhang

Publication date: 4 July 2017

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2013-13

zbMATH Keywords

stationary distributiondiffusion processesFeller property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60)

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