Critical homogenization of Levy process driven SDEs in random medium

Details Critical homogenization of Levy process driven SDEs in random medium Critical homogenization of Levy process driven SDEs in random medium

2009-06-19

arxiv.org/abs/0906.3569v1

Stochastic Analysis and Applications 29, 5 (2011) 838-859

Mathematics

Probability

22 pages

Scientific paper

We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is when the limiting equation admits both a Brownian part as well as a pure jump part. We state an annealed convergence theorem. This problem is deeply connected with homogenization of integral partial differential equations

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