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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2501.09176 |
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| _version_ | 1866910786646966272 |
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| author | Sun, Wei Wong, Ethan |
| author_facet | Sun, Wei Wong, Ethan |
| contents | We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and Lyapunov functions can be combined to give efficient criteria for the existence of periodic and stationary solutions. Concrete examples are presented to illustrate the novel criteria. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_09176 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Existence of Periodic and Stationary Solutions to Distribution-Dependent SDEs Sun, Wei Wong, Ethan Probability 60H10, 37A50 We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and Lyapunov functions can be combined to give efficient criteria for the existence of periodic and stationary solutions. Concrete examples are presented to illustrate the novel criteria. |
| title | Existence of Periodic and Stationary Solutions to Distribution-Dependent SDEs |
| topic | Probability 60H10, 37A50 |
| url | https://arxiv.org/abs/2501.09176 |