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dc.contributor.authorRhodes, Rémi
dc.contributor.authorVargas, Vincent
dc.date.accessioned2010-01-26T10:55:35Z
dc.date.available2010-01-26T10:55:35Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3139
dc.language.isoenen
dc.subjectItô-Lévy processesen
dc.subjectrandom mediumen
dc.subjecthomogenizationen
dc.subjectscaling limiten
dc.subjectintegro-differential operatoren
dc.subject.ddc519en
dc.titleScaling limits for symmetric Itô-Lévy processes in random mediumen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit exhibits a diffusive or superdiffusive behavior, depending on the integrability properties of the Poisson random measureen
dc.relation.isversionofjnlnameStochastic processes and their applications
dc.relation.isversionofjnlvol119en
dc.relation.isversionofjnlissue12en
dc.relation.isversionofjnldate2009
dc.relation.isversionofjnlpages4004-4033en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.spa.2009.10.004
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00358940/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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