Scaling limits for symmetric Ito-Levy processes in random medium

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dc.creatorRhodes, Remi
dc.creatorVargas, Vincent
dc.date2008-12-19
dc.date2008-12-26
dc.date.accessioned2026-07-07T12:22:04Z
dc.date.available2026-07-07T12:22:04Z
dc.descriptionWe are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit exhibits a diffusive or superdiffusive behavior, depending on the integrability properties of the Poisson random measure
dc.description33 pages
dc.identifierhttps://arxiv.org/abs/0812.3904
dc.identifierhttp://arxiv.org/abs/0812.3904
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/213530
dc.subjectProbability
dc.subject60F17
dc.titleScaling limits for symmetric Ito-Levy processes in random medium
dc.typetext

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