We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differential equations driven by multiplicative isotropic alpha-stable Levy noise (1 < alpha < 2) which is nonlinear in the noise component. Our homogenization method is probabilistic. It turns out that, under suitable regularity assumptions, the limit of the solutions satisfies a nonlocal partial differential equation with constant coefficients, which are associated to a symmetric alpha-stable Levy process.
机构:
Univ Sheffield, Dept Probabil & Stat, Sheffield S3 7RH, S Yorkshire, EnglandUniv Sheffield, Dept Probabil & Stat, Sheffield S3 7RH, S Yorkshire, England
机构:
Beijing Univ Posts & Telecommun, Sch Sci, Beijing 100876, Peoples R ChinaBeijing Univ Posts & Telecommun, Sch Sci, Beijing 100876, Peoples R China
Zhou, Qing
Ren, Yong
论文数: 0引用数: 0
h-index: 0
机构:
Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R ChinaBeijing Univ Posts & Telecommun, Sch Sci, Beijing 100876, Peoples R China
Ren, Yong
Wu, Weixing
论文数: 0引用数: 0
h-index: 0
机构:
Univ Int Business & Econ, Res Ctr Appl Finance, Beijing 100029, Peoples R China
Univ Int Business & Econ, Sch Finance & Banking, Beijing 100029, Peoples R ChinaBeijing Univ Posts & Telecommun, Sch Sci, Beijing 100876, Peoples R China