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 languageEnglish
Pages (from-to)243-253
Number of pages11
JournalRevue Roumaine de Mathematiques Pures et Appliquees
Volume66
Issue number1
Publication statusPublished - 2021
Peer-reviewedYes

Keywords

ASJC Scopus subject areas

Keywords

  • Dirichlet form, Homogenization, Lévy process, Mosco convergence