Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise-Reference-Cited by-同舟云学术

Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise

Published:2022-08-01 Issue:3 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Huang Qiao¹,Duan Jinqiao²,Song Renming³

Affiliation:

1. Center for Mathematical Sciences, Huazhong University of Science and Technology, Wuhan, Hubei 430074, China

2. Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL 60616, USA

3. Department of Mathematics, University of Illinois at Urbana-Champaign, Urbana, IL 61801, USA

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference45 articles.

1. van der Vaart, A.W. (1998). Asymptotic Statistics. Cambridge Series in Statistical and Probabilistic Mathematics 3. Cambridge: Cambridge Univ. Press. 10.1017/CBO9780511802256

2. Allaire, G. (2002). Shape Optimization by the Homogenization Method. Applied Mathematical Sciences 146. New York: Springer. 10.1007/978-1-4684-9286-6

3. Applebaum, D. (2009). Lévy Processes and Stochastic Calculus, 2nd ed. Cambridge Studies in Advanced Mathematics 116. Cambridge: Cambridge Univ. Press. 10.1017/CBO9780511809781

4. Arisawa, M. (2009). Homogenization of a class of integro-differential equations with Lévy operators. Comm. Partial Differential Equations 34 617–624. 10.1080/03605300902963518

5. Bal, G. and Jing, W. (2016). Fluctuations in the homogenization of semilinear equations with random potentials. Comm. Partial Differential Equations 41 1839–1859. 10.1080/03605302.2016.1238482

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