Journal of Applied Mathematics and Stochastic Analysis
Volume 6 (1993), Issue 4, Pages 385-406
doi:10.1155/S1048953393000310
On invariant measures of nonlinear Markov processes
University of Ottawa, Department of Electrical Engineering and Department of Mathematics, Ontario, Ottawa KIN 6N5, Canada
Received 1 October 1993; Revised 1 December 1993
Copyright © 1993 N. U. Ahmed and Xinhong Ding. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
We consider a nonlinear (in the sense of McKean) Markov
process described by a stochastic differential equations in Rd. We prove
the existence and uniqueness of invariant measures of such process.