pith. sign in

arxiv: 1610.09687 · v1 · pith:2YMATQ4Gnew · submitted 2016-10-30 · 🧮 math.PR

On Poisson equations with a potential in the whole space for "ergodic" generators

classification 🧮 math.PR
keywords equationaveragingergodicgeneratorspoissonpotentialspacewhole
0
0 comments X
read the original abstract

In earlier papers Poisson equation in the whole space was studied for so called ergodic generators $L$ corresponding to homogeneous Markov diffusions ($X_t, \, t\ge 0$) in $\mathbb R^d$. Solving this equation is one of the main tools for diffusion approximation in the theory of stochastic averaging and homogenisation. Here a similar equation with a potential is considered, firstly because it is natural for PDEs, and secondly with a hope that it may be also useful for some extensions related to homogenization and averaging.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.