{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q811643","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q811643","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q811643","kernelVersion":"v1","immutable":true,"modified":"2026-01-10T11:51:48Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q811643","name":"Homogenization of cadlag processes","headline":"Homogenization of cadlag processes","description":"scientific article; zbMATH DE number 4216361","url":"https://portal.mardi4nfdi.de/entity/Q811643","datePublished":"1992-00-00","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q374586"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q176973"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.2969/JMSJ/04420281","url":"https://doi.org/10.2969/JMSJ/04420281"},"sameAs":["https://doi.org/10.2969/JMSJ/04420281"],"comment":"Let \\(L\\) be a \\(d\\)-dimensional Lévy type operator:  \\[ \\begin{multlined} Lf(x)={1\\over 2}\\sum_{i,j=1}^ d a_{ij}(x)\\partial_{x_ i}\\partial{x_ j}f(x)+\\sum_{i=1}^ d b_ i(x)\\partial_{x_ i}f(x)+\\\\ +\\int_{\\mathbb{R}^ d}\\left\\{f(x+y)-f(x)-\\sum_{i=1}^ d y_ i\\partial_{x_ i}f(x)\\right\\} \\nu(x,dy), \\end{multlined} \\]  where \\(\\partial_{x_ i}=\\partial/\\partial x_ i,\\) \\(a(x)=(a_{ij}(x))\\) is a nonnegative definite symmetric \\(d\\times d\\) matrix, \\(b(x)=(b_ i(x))\\) is a \\(d\\)-vector, and \\(\\nu(x,dy)\\) is a Lévy measure on \\(\\mathbb{R}^ d\\) for each \\(x\\in\\mathbb{R}^ d\\). Denote by \\(\\{X^ L(t)\\}\\) a cadlag process on \\(\\mathbb{R}^ d\\) governed by \\(L\\). We consider a homogenization problem associated with \\(\\{X^ L(t)\\}\\), under the condition of periodicity of \\(a(x)\\), \\(b(x)\\) and \\(\\nu(x,dy)\\) in \\(x\\) and some additional condition. The essential assumption is that there exists the limit Lévy measure \\(\\nu^*(\\cdot)=\\lim_{\\varepsilon\\downarrow 0}\\int_{\\mathbb{T}^ d}\\nu^ \\varepsilon(x,\\cdot)\\mu(dx)\\), where \\(\\mu\\) is the invariant probability measure of the cadlag process on \\(\\mathbb{T}^ d\\) governed by \\(L\\), and \\(\\nu^ \\varepsilon(x,\\cdot)=\\nu(x,\\cdot/\\varepsilon)/\\varepsilon^ \\alpha K(1/\\varepsilon)\\) for some \\(\\alpha\\in(1,2)\\) and slowly varying function \\(K\\). Let \\(\\{X^{L^ \\varepsilon}(t)\\}\\) and \\(\\{X^{L^*}(t)\\}\\) be the cadlag processes governed by \\(L^ \\varepsilon\\) and \\(L^*\\), respectively:  \\[ \\begin{aligned} L^ \\varepsilon f(x) &= {1\\over 2}{\\varepsilon^{2-\\alpha} \\over K(1/\\varepsilon)} \\sum_{i,j=1}^ d a_{ij}(x/\\varepsilon)\\partial_{x_ i}\\partial_{x_ j}f(x)+ {\\varepsilon^{1-\\alpha} \\over K(1/\\varepsilon)}\\sum_{i=1}^ d b_ i (x/\\varepsilon) \\partial_{x_ i}f(x)+\\\\ &+ \\int_{\\mathbb{R}^ d}\\left\\{f(x+y)-f(x)- \\sum_{i=1}^ d y_ i\\partial_{x_ i}f(x)\\right\\} \\nu^ \\varepsilon (x/\\varepsilon,dy),\\\\ L^* f(x) &= \\int_{\\mathbb{R}^ d}\\left\\{f(x+y)-f(x)-\\sum_{i=1}^ d y_ i\\partial_{x_ i}f(x) \\right\\}\\nu^*(dy). \\end{aligned} \\]  Let \\(P_ x^ \\varepsilon\\) and \\(P^*_ x\\) be the probability measure on \\(W\\equiv D([0,\\infty)\\to\\mathbb{R}^ d)\\) induced by \\(\\{X^{L^ \\varepsilon}(t)\\}\\) and \\(\\{X^{L^*}(t)\\}\\) starting at \\(x\\), respectively. Then \\(P^ \\varepsilon_ x\\) converges to \\(P^*_ x\\) as \\(\\varepsilon\\downarrow 0\\)."},"provenance":{"prov:generatedAtTime":"2026-01-10T11:51:48Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}