Homogenization For Some Nonlocal Stochastic Partial Differential Equation
Lin Li, Meihua Yang, Jinqiao Duan · arXiv (Cornell University) · 2018
We establish a homogenization principle for a class of nonlocal stochastic partial differential equations with oscillating coefficients, by a martingale approach. This further leads to the homogenization of a nonlocal Zakai equation, in the context of data assimilation under non-Gaussian Levy noise. The homogenized system is shown to approximate the original system in the sense of probabilistic distribution.