Homogenization of Symmetric L\'evy Processes on $\mathbb{R}^d$
Probability
2021-01-13 v2
Abstract
In this short note we study homogenization of symmetric -dimensional L\'evy processes. Homogenization of one-dimensional pure jump Markov processes has been investigated by Tanaka \emph{et al.} in 1992; their motivation was the work by Benssousan \emph{et al.}\ from 1975 on the homogenization of diffusion processes in . We investigate a similar problem for a class of symmetric pure-jump L\'evy processes on and we identify -- using Mosco convergence -- the limit process.
Cite
@article{arxiv.1808.01667,
title = {Homogenization of Symmetric L\'evy Processes on $\mathbb{R}^d$},
author = {René L. Schilling and Toshihiro Uemura},
journal= {arXiv preprint arXiv:1808.01667},
year = {2021}
}