On the Poisson equation and diffusion approximation 3

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dc.creatorPardoux, E.
dc.creatorVeretennikov, A. Yu.
dc.date2005-06-29
dc.date.accessioned2026-07-07T05:21:14Z
dc.date.available2026-07-07T05:21:14Z
dc.descriptionWe study the Poisson equation Lu+f=0 in R^d, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be degenerate, provided a local condition of Doeblin type is satisfied, so that, if we also assume a condition on the drift which implies recurrence, the diffusion process is ergodic. The equation is understood in a weak sense. Our results are then applied to diffusion approximation.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117905000000062 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0506596
dc.identifierhttp://arxiv.org/abs/math/0506596
dc.identifierAnnals of Probability 2005, Vol. 33, No. 3, 1111-1133
dc.identifierdoi:10.1214/009117905000000062
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75618
dc.subjectProbability
dc.subject60F17, 60J60, 35J70 (Primary)
dc.titleOn the Poisson equation and diffusion approximation 3
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