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| HAL : hal-00396821, version 1 |
| arXiv : 0906.3569 |
| Fiche détaillée |  Récupérer au format |
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| Stochastic Analysis and Applications 29, 5 (2011) 838-859 |
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| Critical homogenization of Levy process driven SDEs in random medium |
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| Rémi Rhodes 1Bamba A. Sow 2 |
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| (15/09/2011) |
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| 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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| 1 : | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
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CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
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| 2 : | Laboratoire d'Etudes et de Recherches en Statistiques et Développement. (LERSTAD) |
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Université Gaston Berger |
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| Domaine | : | Mathématiques/Probabilités |
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| It\o-Levy processes – random medium – homogenization – integro-differential operators – ergodicity |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00396821, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00396821 | |
| oai:hal.archives-ouvertes.fr:hal-00396821 | |
| Contributeur : Rémi Rhodes | |
| Soumis le : Jeudi 18 Juin 2009, 23:20:07 | |
| Dernière modification le : Vendredi 27 Janvier 2012, 19:12:44 | |
