Critical Homogenization of SDEs Driven by a Levy Process in Random Medium
Rémi Rhodes, Ahmadou Bamba Sow · Stochastic Analysis and Applications · 2011
We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is, when the limiting equation admits both a Brownian part as well as a pure jump part. We state an annealed convergence theorem. This problem is deeply connected with homogenization of integral partial differential equations.