Stability of the nonlinear stochastic process that approximates the system of interacting Brownian particles

被引：1
|
作者：
Yarykin, P. N. [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Chair Probabil Theory, Dept Mech & Math, Moscow 119992, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2007年 / 51卷 / 02期
关键词：
nonlinear stochastic process; McKean-Vlasov equation; stability;
D O I：
10.1137/S0040585X97982372
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The nonlinear SEE of McKean-Vlasov type in the absence of external fields is considered. First; the existence and the uniqueness of the equation solution are proved. Next, the existence and the uniqueness of the stationary solution at the class of probability with fixed expectation are proved. Also; weak convergence to invariant probability is proved.
引用
收藏
页码：387 / 396
页数：10
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