The ergodic problem for some subelliptic operators with unbounded coefficients
Analysis of PDEs
2016-01-20 v2
Abstract
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded. Such a measure together with a Liouville-type theorem will play a crucial role in two applications: the ergodic problem studied through stationary problems with vanishing discount and the long time behavior of the solution to a parabolic Cauchy problem. In both cases, the constants will be characterized in terms of the invariant measure.
Cite
@article{arxiv.1510.08602,
title = {The ergodic problem for some subelliptic operators with unbounded coefficients},
author = {Paola Mannucci and Claudio Marchi and Nicoletta Tchou},
journal= {arXiv preprint arXiv:1510.08602},
year = {2016}
}