IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v119y2009i12p4004-4033.html
   My bibliography  Save this article

Scaling limits for symmetric Itô-Lévy processes in random medium

Author

Listed:
  • Rhodes, Rémi
  • Vargas, Vincent

Abstract

We are concerned with scaling limits of 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 behaviour, depending on the integrability properties of the Poisson random measure.

Suggested Citation

  • Rhodes, Rémi & Vargas, Vincent, 2009. "Scaling limits for symmetric Itô-Lévy processes in random medium," Stochastic Processes and their Applications, Elsevier, vol. 119(12), pages 4004-4033, December.
    • Handle: RePEc:eee:spapps:v:119:y:2009:i:12:p:4004-4033
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(09)00169-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Franke, Brice, 2009. "Homogenization of random transport along periodic two-dimensional flows," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 327-346, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:119:y:2009:i:12:p:4004-4033. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.