Existence of Periodic and Stationary Solutions to Distribution-Dependent SDEs
Fuente:
arXiv
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866910786646966272 |
|---|---|
| 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 |