English

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 dd-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 Rd\mathbb{R}^d. We investigate a similar problem for a class of symmetric pure-jump L\'evy processes on Rd\mathbb{R}^d and we identify -- using Mosco convergence -- the limit process.

Keywords

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}
}