{ "id": "1808.01667", "version": "v1", "published": "2018-08-05T18:30:25.000Z", "updated": "2018-08-05T18:30:25.000Z", "title": "Homogenization of Symmetric Lévy Processes on $\\mathbb{R}^d$", "authors": [ "René L. Schilling", "Toshihiro Uemura" ], "categories": [ "math.PR" ], "abstract": "In this short note we study homogenization of symmetric $d$-dimensional L\\'evy processes. Homogenization of one-dimensional pure jump Markov processes has been investigated by Tanaka \\emph{et al.} in 1992; their motivation was the work by Benssousan \\emph{et al.}\\ from 1975 on the homogenization of diffusion processes in $\\mathbb{R}^d$. We investigate a similar problem for a class of symmetric pure-jump L\\'evy processes on $\\mathbb{R}^d$ and we identify -- using Mosco convergence -- the limit process.", "revisions": [ { "version": "v1", "updated": "2018-08-05T18:30:25.000Z" } ], "analyses": { "keywords": [ "symmetric lévy processes", "one-dimensional pure jump markov processes", "symmetric pure-jump levy processes", "dimensional levy processes", "study homogenization" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }