We study the Poisson equation Lu+f=0 in ℝd, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be degenerate, provided a local condition of Doeblin type is satisfied, so that, if we also assume a condition on the drift which implies recurrence, the diffusion process is ergodic. The equation is understood in a weak sense. Our results are then applied to diffusion approximation.
"On the Poisson equation and diffusion approximation 3." Ann. Probab. 33 (3) 1111 - 1133, May 2005. https://doi.org/10.1214/009117905000000062