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We shall also show that our results apply to the homogenization problem for coercive and periodic equations. Finally, some examples arising in optimal control and differential games theory will be discussed.

This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a Ornstein-Uhlenbeck first order part.

We prove that the dynamics of the fast variables admits an invariant measure and that the associated ergodic problem has a viscosity solution which is also regular and with logarithmic growth at infinity. These properties play a crucial role in the main theorem which establishes that the value functions of the starting perturbation problems converge to the solution of an effective problem whose operator and initial datum are given in terms of the associated invariant measure.

$\left\{ \begin{array}{*{35}{l}} {{\partial }_{t}}u+H(x,Du) = 0&(x,t)\in \Gamma \times (0,T) \\ u(x,0) = {{u}_{0}}(x)&x\in \Gamma \\\end{array} \right.$ |

$\Gamma$ |

$H$ |

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