On the Poisson equation for singular diffusions

DOI10.1080/10451120500114045MaRDI QIDQ5312718zbMATH OpenOpenAlexFDO

Authors Seyed N. Heunis, Andrew J. Heunis

Publication date 25 August 2005

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10451120500114045

zbMATH Keywords

invariance principleJacobian matrixmultiple time-scales

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order elliptic equations (35J15) Probabilistic potential theory (60J45)

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• On the Poisson equation and diffusion approximation. I
• Stability in distribution for a class of singular diffusions
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Cites work

• scientific article; zbMATH DE number 47283 (Why is no real title available?)
• A class of limit theorems for singular diffusions
• A limit theorem for perturbed operator semigroups with applications to random evolutions
• Matrix Analysis
• On the Poisson equation and diffusion approximation. I
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Stability in distribution for a class of singular diffusions
• Stochastic version of the averaging principle for diffusion type processes
• Strong invariance principle for singular diffusions.
• Weak convergence to a Markov process: The martingale approach

Cited in

(11)

• Bias and overtaking equilibria for zero-sum stochastic differential games
• Diffusion approximation for fully coupled stochastic differential equations
• Characterizations of overtaking optimality for controlled diffusion processes
• On Poisson equation and diffusion approximation. II.
• Stability in distribution for a class of singular diffusions
• On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
• A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
• Overtaking optimality for controlled Markov-modulated diffusions
• On Poisson equations with a potential in the whole space for ``ergodic generators
• On the Poisson equation and diffusion approximation. III
• On the Poisson equation and diffusion approximation. I

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