Critical homogenization of Levy process driven SDEs in random medium
Probability
2012-01-30 v1
Abstract
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
Cite
@article{arxiv.0906.3569,
title = {Critical homogenization of Levy process driven SDEs in random medium},
author = {Rémi Rhodes and Bamba A. Sow},
journal= {arXiv preprint arXiv:0906.3569},
year = {2012}
}
Comments
22 pages