Time inhomogeneous Poisson equations and non-autonomous multi-scale
stochastic systems
Time inhomogeneous Poisson equations and non-autonomous multi-scale
stochastic systems
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients, where both the fast and the slow equation depend on the highly oscillating time component. …