Homogenization of Symmetric Lévy Processes on ℝ^d

2018/08/05 by Schilling, René L., Uemura, Toshihiro
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1808.01667

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 1992; their motivation was the work by Benssousan et al. from 1975 on the homogenization of diffusion processes in ℝ^d. We investigate a similar problem for a class of symmetric pure-jump Lévy processes on ℝ^d and we identify -- using Mosco convergence -- the limit process.

Related

• Periodic homogenization of non-symmetric Lévy-type processes
• Periodic Homogenization of a Lévy-Type Process with Small Jumps
• Homogenization of a diffusion in a high-contrast random environment and related Markov semigroups
• Homogenization of Levy-type operators with oscillating coefficients
• Homogenization of Non-symmetric Jump Processes