A class of nonlinear processes admitting complete study / S. A. Muzychka. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2015. № 3. P. 55-57 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 141-143].

A sample of a nonlinear random walk on the discrete line \mathbb{Z} is considered. It is shown that for some choice of parameters it possesses certain properties absent in the classic case. For example, it has a one-parametric family of invariant measures and a motion integral.

Key words: Markov chain, nonlinear Markov process, Kullback–Leibler divergence.