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

DOI10.1186/1687-1847-2013-13MaRDI QIDQ2360487zbMATH OpenOpenAlexWikidataFDO

Authors Dayue Chen, Zhen Zhong Zhang

Publication date 4 July 2017

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 2.0 Generic

Full work available at URL https://doi.org/10.1186/1687-1847-2013-13

zbMATH Keywords

diffusion processesFeller propertystationary distribution

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(10)

• Ergodicity of stochastic smoking model and parameter estimation
• Feller property for a special hybrid jump-diffusion model
• Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment
• Asymptotic behavior of a discrete-time density-dependent SI epidemic model with constant recruitment
• Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments
• Fine irreducibility and uniqueness of stationary distribution
• On a linear finite-difference model of a mixed-culture biological system arising in food safety studies
• Existence and uniqueness of a density probability solution for the stationary Doi-Edwards equation
• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
• Quenching phenomenon for a non-Newtonian filtration equation with singular boundary flux

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