The ergodic problem for some subelliptic operators with unbounded coefficients

DOI10.1007/S00030-016-0401-2zbMATH Open1358.60082OpenAlexW1830840827MaRDI QIDQ503121FDOQ503121

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)

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.

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

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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)

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Cited In (14)

• Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations
• Singular perturbations for a subelliptic operator
• A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• Liouville results for fully nonlinear equations modeled on Hörmander vector fields. II: Carnot groups and Grushin geometries
• Liouville properties and critical value of fully nonlinear elliptic operators
• The ergodic problem for some subelliptic operators with unbounded coefficients
• Some new Liouville-type results for fully nonlinear PDEs on the Heisenberg group
• Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
• On the Liouville property for fully nonlinear equations with superlinear first-order terms
• Liouville results for fully nonlinear equations modeled on Hörmander vector fields. I: The Heisenberg group
• Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces
• Singular perturbations in stochastic optimal control with unbounded data
• Liouville-type results for fully nonlinear subelliptic equations on the Heisenberg group

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