Scaling limits for symmetric Itô-Lévy processes in random medium

DOI10.1016/j.spa.2009.10.004zbMath1189.60068arXiv0812.3904OpenAlexW2095067060MaRDI QIDQ1045789

Vincent Vargas, Rémi Rhodes

Publication date: 16 December 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3904

zbMATH Keywords

random mediumergodicityscaling limitstochastic homogenizationintegro-differential operatorsItô-Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Functional limit theorems; invariance principles (60F17) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items

Homogenization of periodic diffusion with small jumps ⋮ Periodic Homogenization of Nonlocal Operators with a Convolution-Type Kernel ⋮ Large time behavior of periodic viscosity solutions for uniformly parabolic integro-differential equations ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ \(H\)-convergence and homogenization of non-local elliptic operators in both perforated and non-perforated domains ⋮ Stochastic homogenization of convolution type operators ⋮ Critical Homogenization of SDEs Driven by a Levy Process in Random Medium ⋮ Homogenization of Lévy-type Operators with Oscillating Coefficients

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