Title of article :
Scaling limits for symmetric Itô–Lévy processes in random medium
Author/Authors :
Rhodes، نويسنده , , Rémi and Vargas، نويسنده , , Vincent، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
We are concerned with scaling limits of 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 behaviour, depending on the integrability properties of the Poisson random measure.
Keywords :
Random medium , Stochastic homogenization , Integro-differential operators , Ergodicity , Itô–Lévy processes , Scaling limit
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications