Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (Q2137035)
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scientific article; zbMATH DE number 7526601
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| English | Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise |
scientific article; zbMATH DE number 7526601 |
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Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (English)
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16 May 2022
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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.
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Feller semigroups
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Feynman-Kac formula
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homogenization
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non-local parabolic PDEs
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SDEs with jumps
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strong well-posedness
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Zvonkin's transform
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0.8068344593048096
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0.7955331802368164
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0.7871425747871399
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0.7843858599662781
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0.7816019058227539
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