Critical Homogenization of SDEs Driven by a Levy Process in Random Medium

被引：1

作者：

Rhodes, Remi ^{[1
]}

Sow, Ahmadou Bamba ^{[2
]}

机构：

[1] Univ Paris 09, CEREMADE, F-75775 Paris 16, France

[2] Univ Gaston Berger, LERSTAD UFR SAT, St Louis, Senegal

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2011年 / 29卷 / 05期

关键词：

Ergodicity; Homogenization; Integro-differential operators; Ito-Levy processes; Random medium;

D O I：

10.1080/07362994.2011.598795

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is, when the limiting equation admits both a Brownian part as well as a pure jump part. We state an annealed convergence theorem. This problem is deeply connected with homogenization of integral partial differential equations.

引用

页码：838 / 859

页数：22

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