Homogenization of symmetric lévy processes on Rd

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

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

OriginalspracheEnglisch
Seiten (von - bis)243-253
Seitenumfang11
FachzeitschriftRevue Roumaine de Mathematiques Pures et Appliquees
Jahrgang66
Ausgabenummer1
PublikationsstatusVeröffentlicht - 2021
Peer-Review-StatusJa

Schlagworte

Schlagwörter

  • Dirichlet form, Homogenization, Lévy process, Mosco convergence