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Critical Homogenization of SDEs Driven by a Levy Process in Random Medium

dc.contributor.authorRhodes, Rémi
dc.contributor.authorSow, Bamba A.
dc.date.accessioned2011-10-14T08:45:58Z
dc.date.available2011-10-14T08:45:58Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7221
dc.language.isoenen
dc.subjectErgodicityen
dc.subjectHomogenizationen
dc.subjectIntegro-differential operatorsen
dc.subjectItô-Lévy processesen
dc.subjectRandom mediumen
dc.subject.ddc515en
dc.titleCritical Homogenization of SDEs Driven by a Levy Process in Random Mediumen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is, when the limiting equation admits both a Brownian part as well as a pure jump part. We state an annealed convergence theorem. This problem is deeply connected with homogenization of integral partial differential equations.en
dc.relation.isversionofjnlnameStochastic Analysis and Applications
dc.relation.isversionofjnlvol29en
dc.relation.isversionofjnlissue5en
dc.relation.isversionofjnldate2011
dc.relation.isversionofjnlpages838-859en
dc.relation.isversionofdoihttp://dx.doi.org/10.1080/07362994.2011.598795en
dc.identifier.urlsitehttp://arxiv.org/abs/0906.3569v1en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherTaylor & Francisen
dc.subject.ddclabelAnalyseen


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