Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
Copyright policy )Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
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 $��$-stable L��vy noise ($1
- University of Illinois at Urbana Champaign United States
- Huazhong University of Science and Technology China (People's Republic of)
- Illinois Institute of Technology United States
Probability (math.PR), homogenization, non-local parabolic PDEs, Zvonkin's transform, Feynman-Kac formula, Processes with independent increments; Lévy processes, Homogenization in context of PDEs; PDEs in media with periodic structure, Functional Analysis (math.FA), Feller semigroups, Mathematics - Functional Analysis, strong well-posedness, Mathematics - Analysis of PDEs, Stochastic partial differential equations (aspects of stochastic analysis), FOS: Mathematics, 60H30, 60H10, 35B27, 35R09, Diffusion processes, SDEs with jumps, Mathematics - Probability, Analysis of PDEs (math.AP)
Probability (math.PR), homogenization, non-local parabolic PDEs, Zvonkin's transform, Feynman-Kac formula, Processes with independent increments; Lévy processes, Homogenization in context of PDEs; PDEs in media with periodic structure, Functional Analysis (math.FA), Feller semigroups, Mathematics - Functional Analysis, strong well-posedness, Mathematics - Analysis of PDEs, Stochastic partial differential equations (aspects of stochastic analysis), FOS: Mathematics, 60H30, 60H10, 35B27, 35R09, Diffusion processes, SDEs with jumps, Mathematics - Probability, Analysis of PDEs (math.AP)
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