International Journal of Stochastic Analysis

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International Journal of Stochastic Analysis / 1993 / Article

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Volume 6 |Article ID 487042 | 22 pages | https://doi.org/10.1155/S1048953393000310

On invariant measures of nonlinear Markov processes

N. U. Ahmed1 and Xinhong Ding1

1University of Ottawa, Department of Electrical Engineering and Department of Mathematics, Ontario, Canada

Received01 Oct 1993
Revised01 Dec 1993

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.

Copyright © 1993 Hindawi Publishing Corporation. 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.

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