A new criterion on existence and uniqueness of stationary distribution for diffusion processes

被引:0
作者
Zhenzhong Zhang
Dayue Chen
机构
[1] Donghua University,Department of Applied Mathematics
[2] Peking University,School of Mathematical Sciences
来源
Advances in Difference Equations | / 2013卷
关键词
diffusion processes; stationary distribution; Feller property;
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学科分类号
摘要
In this paper, we provide a new criterion on the existence and uniqueness of stationary distribution for diffusion processes. An example is given to illustrate our results.
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