Existence of invariant probability measures for functional McKean-Vlasov SDEs
نویسندگان
چکیده
We show existence of an invariant probability measure for a class functional McKean-Vlasov SDEs by applying Kakutani’s fixed point theorem to suitable measures on space continuous functions. Unlike some previous works [1, 25], we do not assume monotonicity condition hold. Further, our conditions are even weaker than results in the literature without dependence law solution [12].
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2022
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/22-ejp773