N. U. Ahmed, Xinhong Ding, "On invariant measures of nonlinear Markov processes", International Journal of Stochastic Analysis, vol. 6, Article ID 487042, 22 pages, 1993. https://doi.org/10.1155/S1048953393000310
On invariant measures of nonlinear Markov processes
We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in . We prove the existence and uniqueness of invariant measures of such process.
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