On the Poisson equation for singular diffusions
From MaRDI portal
Publication:5312718
DOI10.1080/10451120500114045zbMath1075.60102OpenAlexW2081918542MaRDI QIDQ5312718
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
Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Probabilistic potential theory (60J45) Second-order elliptic equations (35J15)
Related Items
A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs ⋮ 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 ⋮ Overtaking optimality for controlled Markov-modulated diffusions
Cites Work
- Unnamed Item
- A class of limit theorems for singular diffusions
- Stability in distribution for a class of singular diffusions
- Weak convergence to a Markov process: The martingale approach
- On the Poisson equation and diffusion approximation. I
- A limit theorem for perturbed operator semigroups with applications to random evolutions
- Strong invariance principle for singular diffusions.
- Stochastic version of the averaging principle for diffusion type processes
- Matrix Analysis
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes