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.
Zhang, Existence and non-uniqueness of stationary distributions for distribution dependent SDEs, Electronic Journal of Probability 28 (2023): 1-34
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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.