Scaling limits for symmetric Itô-Lévy processes in random medium
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Publication:1045789
DOI10.1016/j.spa.2009.10.004zbMath1189.60068arXiv0812.3904MaRDI QIDQ1045789
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
random medium; ergodicity; scaling limit; stochastic homogenization; integro-differential operators; Itô-Lévy processes
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
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Large time behavior of periodic viscosity solutions for uniformly parabolic integro-differential equations, Critical Homogenization of SDEs Driven by a Levy Process in Random Medium
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