The ergodic problem for some subelliptic operators with unbounded coefficients

DOI10.1007/S00030-016-0401-2MaRDI QIDQ503121zbMATHOpenAlexFDO

Authors Paola Mannucci, Claudio Marchi, Nicoletta Tchou

Publication date 11 January 2017

Published in NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.08602

zbMATH Keywords

Heisenberg groupinvariant measurelong time behaviorviscosity solutionsdegenerate elliptic equationsergodic problemsubelliptic equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability measures on topological spaces (60B05) Diffusion processes (60J60) Hypoelliptic equations (35H10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded. Such a measure together with a Liouville-type theorem will play a crucial role in two applications: the ergodic problem studied through stationary problems with vanishing discount and the long time behavior of the solution to a parabolic Cauchy problem. In both cases, the constants will be characterized in terms of the invariant measure.

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Cited in

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• A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
• Singular perturbations in stochastic optimal control with unbounded data
• Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations
• The ergodic problem for some subelliptic operators with unbounded coefficients
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• Singular perturbations for a subelliptic operator
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• Liouville-type results for fully nonlinear subelliptic equations on the Heisenberg group
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