Periodic homogenization of nonsymmetric Lévy-type processes (Q2072084): Difference between revisions

For a diffusion generated by a second-order elliptic operator with bounded coefficients and multivariate 1-periodic, its periodic homogenization was studied by \textit{A. Bensoussan} et al. [Asymptotic analysis for periodic structures. Amsterdam-New York-Oxford: North-Holland Publ. Company. (1978; Zbl 0404.35001)] and \textit{R. Bhattacharya} [Ann. Probab. 13, 385--396 (1985; Zbl 0575.60075)]. This paper studies the similar problem for strong Markov processes having infinitesimal generators in periodic media. By using a generator method combined with its connection to martingales, it is shown that, under a proper scaling, the scaled processes converge weakly to Lévy processes.