Extended Poisson equation for weakly ergodic Markov processes

DOI10.1090/S0094-9000-2013-00871-0zbMath1278.60098OpenAlexW2067341724MaRDI QIDQ2849272

Alexei M. Kulik, Alexander Yu. Veretennikov

Publication date: 17 September 2013

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00871-0

zbMATH Keywords

Doob-Meyer decompositionMarkov processPoisson equationextended generator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

On Poisson equations with a potential in the whole space for “ergodic” generators ⋮ Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation ⋮ Online drift estimation for jump-diffusion processes ⋮ On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter

Cites Work

• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• On ergodicity of some Markov processes
• Exponential ergodicity of the solutions to SDE's with a jump noise
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• On polynomial mixing bounds for stochastic differential equations
• On Poisson equation and diffusion approximation. II.
• A technique for exponential change of measure for Markov processes
• On the Poisson equation and diffusion approximation. I
• Exponential and uniform ergodicity of Markov processes
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• The uniqueness of invariant measures for Markov operators
• Modern Theory of Summation of Random Variables
• Real Analysis and Probability
• Stochastic Partial Differential Equations with Levy Noise
• Absolute Continuity of Markov Processes and Generators
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Extended Poisson equation for weakly ergodic Markov processes