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Abstract
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How to Cite this Article

Journal of Applied Mathematics and Stochastic Analysis 
Volume 6 (1993), Issue 4, Pages 385-406
doi:10.1155/S1048953393000310

On invariant measures of nonlinear Markov processes

N. U. Ahmed and Xinhong Ding

University of Ottawa, Department of Electrical Engineering and Department of Mathematics, Ontario, Ottawa KIN 6N5, Canada

Received 1 October 1993; Revised 1 December 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.