Homogenization of symmetric lévy processes on Rd
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Contributors
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
Original language | English |
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Pages (from-to) | 243-253 |
Number of pages | 11 |
Journal | Revue Roumaine de Mathematiques Pures et Appliquees |
Volume | 66 |
Issue number | 1 |
Publication status | Published - 2021 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Dirichlet form, Homogenization, Lévy process, Mosco convergence