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On Poisson equations with a potential in the whole space for "ergodic" generatorsстатья
- Автор: Veretennikov A.Yu
- Журнал: Теорія імовірностей та математична статистика
- Номер: 95
- Год издания: 2016
- Первая страница: 160
- Последняя страница: 180
- Аннотация: In recent earlier papers by the author, 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.
- Добавил в систему: Веретенников Александр Юрьевич