Veretennikov, A (2018) On Poisson equations with a potential in the whole space for ergodic'' generators. Theory of Probability and Mathematical Statistics, 95. pp. 195-206. ISSN 0094-9000
Abstract
In earlier works Poisson equation in the whole space was studied for so-called ergodic generators L corresponding to homogeneous Markov diffusions (Xt, t⩾0) in Rd. Solving this equation is one of the main tools for diffusion approximation in the theory of stochastic averaging and homogenization. Here a similar equation with a potential is considered, first because it is natural for PDEs, and second with a hope that it may also be useful for some extensions related to homogenization and averaging.
Metadata
Item Type: | Article |
---|---|
Authors/Creators: |
|
Copyright, Publisher and Additional Information: | © 2018, American Mathematical Society. This is an author produced version of a paper published in Theory of Probability and Mathematical Statistics. Uploaded in accordance with the publisher's self-archiving policy. |
Keywords: | SDE; large deviations; Poisson equation; potential; exponential bounds |
Dates: |
|
Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 07 Mar 2017 12:37 |
Last Modified: | 26 Mar 2018 13:55 |
Status: | Published |
Publisher: | American Mathematical Society |
Identification Number: | 10.1090/tpms/1029 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:113260 |