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Article Dans Une Revue Stochastic Analysis and Applications Année : 2011

Critical homogenization of Levy process driven SDEs in random medium

Résumé

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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hal-00396821 , version 1 (18-06-2009)

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Rémi Rhodes, Bamba A. Sow. Critical homogenization of Levy process driven SDEs in random medium. Stochastic Analysis and Applications, 2011, 29 (5), pp.838-859. ⟨hal-00396821⟩
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