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

作者：Zhang, Zhenzhong^*; Chen, Dayue

来源：Advances in Difference Equations, 2013, 2013(1): 13.

DOI：10.1186/1687-1847-2013-13

• diffusion processes
• stationary distribution
• Feller property

In this paper, we provide a new criterion on the existence and uniqueness of stationary distribution for diffusion processes. An example is given to illustrate our results.

• 出版日期2013
• 单位东华大学; 北京大学