On Ergodic Measures for McKean-Vlasov Stochastic Equations

A. Yu. Veretennikov
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A. Yu. Veretennikov: University of Leeds, School of Mathematics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2004, 2006, pp 471-486 from Springer

Abstract: Summary Conditions for existence and uniqueness of invariant measures and weak convergence to these measures for stochastic McKean-Vlasov equations have been established, along with similar approximation results and a new version of existence and uniqueness of strong solutions to these equations.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-31186-7_29

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DOI: 10.1007/3-540-31186-6_29

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