Stationary distribution of mean-field stochastic functional differential equations with jumps

Abstract

The mean-field theory is a useful tool for studying large and complex systems, and it is extensively applied to several kinds of research areas. The mean-field method is becoming more and more popular in stochastic analysis since Buckdahn et al. introduced the mean-field stochastic differential equations to study backward stochastic differential equations. In this paper, we concentrate on mean-field stochastic functional differential equations driven by Levy process. The stationary distribution of the model is analyzed, and sufficient conditions for existence and uniqueness of stationary distribution is given.