Periodic homogenization of nonsymmetric Lévy-type processes (Q2072084)
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scientific article; zbMATH DE number 7467486
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| English | Periodic homogenization of nonsymmetric Lévy-type processes |
scientific article; zbMATH DE number 7467486 |
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Periodic homogenization of nonsymmetric Lévy-type processes (English)
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1 February 2022
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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.
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periodic homogenization
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Lévy-type process
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martingale problem
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strong Markov processes
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0.8663809299468994
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0.8380282521247864
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0.8042332530021667
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0.797715961933136
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