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تسجيل مستخدم جديدThe ergodic problem for some subelliptic operators with unbounded coefficients
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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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