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Homogenization of periodic diffusion with small jumps (CROSBI ID 221782)

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Sandrić, Nikola Homogenization of periodic diffusion with small jumps // Journal of mathematical analysis and applications, 435 (2016), 1; 551-577. doi: 10.1016/j.jmaa.2015.10.054

Podaci o odgovornosti

Sandrić, Nikola

engleski

Homogenization of periodic diffusion with small jumps

In this paper, we study the homogenization of a diffusion process with jumps, that is, Feller process generated by an integro-differential operator. This problem is closely related to the problem of homogenization of boundary value problems arising in studying the behavior of heterogeneous media. Under the assumptions that the corresponding generator has vanishing drift coefficient, rapidly periodically oscillating diffusion and jump coefficients, that it admits only ``small jumps" (that is, the jump kernel has finite second moment) and under certain additional regularity conditions, we prove that the homogenized process is a Brownian motion. The presented results generalize the classical and well-known results related to the homogenization of a diffusion process.

diffusion with jumps; homogenization; semimartingale characteristics

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Podaci o izdanju

435 (1)

2016.

551-577

objavljeno

0022-247X

10.1016/j.jmaa.2015.10.054

Povezanost rada

Matematika

Poveznice
Indeksiranost