























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 \emph{et al.} in 1992; their motivation was the work by Benssousan \emph{et al.}\ from 1975 on the homogenization of diffusion processes in $\mathbb{R}^d$. We investigate a similar problem for a class of symmetric pure-jump Lévy processes on $\mathbb{R}^d$ and we identify -- using Mosco convergence -- the limit process.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。