Scaling limits for symmetric Ito-Levy processes in random medium

Details Scaling limits for symmetric Ito-Levy processes in random medium Scaling limits for symmetric Ito-Levy processes in random medium

2008-12-19

arxiv.org/abs/0812.3904v2

Mathematics

Probability

33 pages

Scientific paper

We are concerned with scaling limits of the solutions to stochastic
differential equations with stationary coefficients driven by Poisson random
measures and Brownian motions. We state an annealed convergence theorem, in
which the limit exhibits a diffusive or superdiffusive behavior, depending on
the integrability properties of the Poisson random measure

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