Scaling limits for symmetric Itô-Lévy processes in random medium

DOI10.1016/j.spa.2009.10.004zbMath1189.60068arXiv0812.3904MaRDI QIDQ1045789

Vincent Vargas, Rémi Rhodes

Publication date: 16 December 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3904

zbMATH Keywords

random medium; ergodicity; scaling limit; stochastic homogenization; integro-differential operators; Itô-Lévy processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G10: Stationary stochastic processes

28D05: Measure-preserving transformations

60F17: Functional limit theorems; invariance principles

35B27: Homogenization in context of PDEs; PDEs in media with periodic structure

Related Items

Homogenization of Lévy-type Operators with Oscillating Coefficients, Homogenization of periodic diffusion with small jumps, Large time behavior of periodic viscosity solutions for uniformly parabolic integro-differential equations, \(H\)-convergence and homogenization of non-local elliptic operators in both perforated and non-perforated domains, Stochastic homogenization of convolution type operators, Periodic Homogenization of Nonlocal Operators with a Convolution-Type Kernel, Critical Homogenization of SDEs Driven by a Levy Process in Random Medium

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