Existence and non-uniqueness of stationary distributions for distribution dependent SDEs
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Abstract: The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's transformation, we also establish the existence result for equations with singular coefficients. Instead of the uniqueness, the non-uniqueness of stationary distributions are considered for equations with regular coefficients. Concrete examples including McKean-Vlasov stochastic equations with the quadratic interaction and the non-quadratic interaction, and equations with a bounded and discontinuous drift are presented to illustrate our non-uniqueness results.
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Cited in
(12)- Fine irreducibility and uniqueness of stationary distribution
- 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
- Log-Sobolev inequalities and exponential ergodicity for non-degenerate and degenerate McKean-Vlasov SDEs
- Long-time dynamics of McKean-Vlasov stochastic reaction-diffusion equations on \(\mathbb{R}^n\)
- Existence and approximation of measure attractors and invariant measures for McKean-Vlasov stochastic lattice system with Lévy noise
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