The ergodic problem for some subelliptic operators with unbounded coefficients

Paola Mannucci, Claudio Marchi, Nicoletta Tchou

Published 2015-10-29Version 1

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 the characterization of the ergodic constant defined through stationary problems with vanishing discount.