On invariant measures of nonlinear Markov processes

N. U. Ahmed and Xinhong Ding

International Journal of Stochastic Analysis, 1993, vol. 6, 1-22

Abstract:

We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in R d . We prove the existence and uniqueness of invariant measures of such process.

Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/6/487042.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/6/487042.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:487042

DOI: 10.1155/S1048953393000310

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().