Homogenization of symmetric lévy processes on Rd
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
In this short note we study homogenization of symmetric d-dimensional Lévy processes. Homogenization of one-dimensional pure jump Markov processes has been investigated by Tanaka et al. in [5]; their motivation was the work by Benssousan et al. on the homogenization of diffusion processes in Rd, see also and [11]. We investigate a similar problem for a class of symmetric pure- jump Lévy processes on Rd and we identify - using Mosco convergence - the limit process.
Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 243-253 |
| Seitenumfang | 11 |
| Fachzeitschrift | Revue Roumaine de Mathematiques Pures et Appliquees |
| Jahrgang | 66 |
| Ausgabenummer | 1 |
| Publikationsstatus | Veröffentlicht - 2021 |
| Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Dirichlet form, Homogenization, Lévy process, Mosco convergence