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Pregled bibliografske jedinice broj: 782407

Homogenization of periodic diffusion with small jumps

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 (međunarodna recenzija, članak, znanstveni)

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Naslov
Homogenization of periodic diffusion with small jumps

Autori
Sandrić, Nikola

Izvornik
Journal of mathematical analysis and applications (0022-247X) 435 (2016), 1; 551-577

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
diffusion with jumps; homogenization; semimartingale characteristics

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)

Ustanove:
Građevinski fakultet, Zagreb

Profili:

Avatar Url Nikola Sandrić (autor)

Poveznice na cjeloviti tekst rada:

Pristup cjelovitom tekstu rada doi www.journals.elsevier.com www.sciencedirect.com

Citiraj ovu publikaciju:

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 (međunarodna recenzija, članak, znanstveni)
Sandrić, N. (2016) Homogenization of periodic diffusion with small jumps. Journal of mathematical analysis and applications, 435 (1), 551-577 doi:10.1016/j.jmaa.2015.10.054.
@article{article, author = {Sandri\'{c}, Nikola}, year = {2016}, pages = {551-577}, DOI = {10.1016/j.jmaa.2015.10.054}, keywords = {diffusion with jumps, homogenization, semimartingale characteristics}, journal = {Journal of mathematical analysis and applications}, doi = {10.1016/j.jmaa.2015.10.054}, volume = {435}, number = {1}, issn = {0022-247X}, title = {Homogenization of periodic diffusion with small jumps}, keyword = {diffusion with jumps, homogenization, semimartingale characteristics} }
@article{article, author = {Sandri\'{c}, Nikola}, year = {2016}, pages = {551-577}, DOI = {10.1016/j.jmaa.2015.10.054}, keywords = {diffusion with jumps, homogenization, semimartingale characteristics}, journal = {Journal of mathematical analysis and applications}, doi = {10.1016/j.jmaa.2015.10.054}, volume = {435}, number = {1}, issn = {0022-247X}, title = {Homogenization of periodic diffusion with small jumps}, keyword = {diffusion with jumps, homogenization, semimartingale characteristics} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus

Uključenost u ostale bibliografske baze podataka::


  • MathSciNet

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