International Journal of Stochastic Analysis · 1993 · 13 citations · 12 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsInvariant MeasuresMarkov PropertyStochastic Differential SystemsUniqueness Theorems
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.
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