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Existence and non-uniqueness of stationary distributions for distribution dependent SDEs

2021-05-25 16:23

报告人: 张少钦

报告人单位: 中央财经大学

时间: 10:00-11:00, May 26(Wednesday), 2021

地点: Room 108, Center for Applied Mathematics

开始时间:

报告人简介: 教授

年:

日月:

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 is 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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