Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (Q2137035)

The authors study a class of non-local partial differential equations of parabolic type with rapidly oscillating coefficients. These equations are related to stochastic differential equations driven by a multiplicative isotropic \(\alpha\)-stable Lévy noise with \(1 < \alpha <2\). They prove that under suitable regularity assumptions a homogenized system converges to a non-local partial differential equation with constant coefficients, which are associated to a symmetric \(\alpha\)-stable Lévy process.