Existence and non-uniqueness of stationary distributions for distribution dependent SDEs
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Publication:6165987
DOI10.1214/23-ejp981arXiv2105.04226MaRDI QIDQ6165987
Publication date: 2 August 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.04226
phase transitionMcKean-Vlasov stochastic differential equationsinvariant probabilitiesZvonkin's transformdistribution dependent SDEs
Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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