Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
DOI10.3150/21-BEJ1365zbMath1504.60100arXiv1804.06555OpenAlexW4224310739WikidataQ114038747 ScholiaQ114038747MaRDI QIDQ2137035
Qiao Huang, Renming Song, Jin-qiao Duan
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.06555
homogenizationFeynman-Kac formulaFeller semigroupsSDEs with jumpsstrong well-posednessZvonkin's transformnon-local parabolic PDEs
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)
Related Items (4)
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