Existence is proved for solutions of nonlinear stationary Kolmogorov equations with partially degenerate diffusion and discontinuous coefficients using a Lyapunov integral condition and projection regularity.
Wang, Exponential ergodicity for non-dissipative McKean-Vlasov SDEs, Bernoulli 29(2) (2023): 1035-
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Existence theorems for nonlinear stationary Kolmogorov equations with partially degenerate diffusion matrices
Existence is proved for solutions of nonlinear stationary Kolmogorov equations with partially degenerate diffusion and discontinuous coefficients using a Lyapunov integral condition and projection regularity.