Homogenization of Symmetric Lévy Processes on Rd\mathbb{R}^d

preprint2021arXivOpen access

Abstract

In this short note we study homogenization of symmetric dd-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 Rd\mathbb{R}^d. We investigate a similar problem for a class of symmetric pure-jump Lévy processes on Rd\mathbb{R}^d and we identify -- using Mosco convergence -- the limit process.

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