Homogenization of periodic diffusion with small jumps
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Publication:892341
DOI10.1016/J.JMAA.2015.10.054zbMATH Open1339.35028arXiv1510.06140OpenAlexW1816015840MaRDI QIDQ892341FDOQ892341
Authors: Nikola Sandrić 
Publication date: 18 November 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: In this paper, we study the homogenization of a diffusion process with jumps, that is, Feller process generated by an integro-differential operator. This problem is closely related to the problem of homogenization of boundary value problems arising in studying the behavior of heterogeneous media. Under the assumptions that the corresponding generator has vanishing drift coefficient, rapidly periodically oscillating diffusion and jump coefficients, that it admits only "small jumps" (that is, the jump kernel has finite second moment) and under certain additional regularity conditions, we prove that the homogenized process is a Brownian motion. The presented results generalize the classical and well-known results related to the homogenization of a diffusion process.
Full work available at URL: https://arxiv.org/abs/1510.06140
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