Hausdorff dimension of invariant measures related to Poisson driven stochastic differential equations

2011 ◽  
Vol 101 (1) ◽  
pp. 67-74 ◽  
Author(s):  
Tomasz Bielaczyc
Keyword(s):  
Hausdorff Dimension ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Invariant Measures

scholarly journals On invariant measures of nonlinear Markov processes

1993 ◽  
Vol 6 (4) ◽  
pp. 385-406 ◽  
Author(s):  
N. U. Ahmed ◽  
Xinhong Ding
Keyword(s):  
Markov Process ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markov Processes ◽  
Existence And Uniqueness ◽  
Invariant Measures ◽  
Nonlinear Markov Processes

We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in Rd. We prove the existence and uniqueness of invariant measures of such process.

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