Periodic homogenization of discontinuous Markov processes

Speaker:Zhen-Qing Chen (University of Washington)

Date: October 30 Sat. 9:30am

Venue:  ZOOM ID：273754387

Abstract:In this talk, I will present recent results on homogenization of discontinuous Markov processes with Levy type generators in periodic media. Under a proper scaling, the scaled Markov process is shown to converge weakly to a Levy process. Different phenomena occur depending on the tails of the jumping kernel of the discontinuous Markov process. These results can be viewed as the non-local counterparts of the celebrated work of Bensoussan-Lions-Papanicoaou and Bhattacharya for diffusions. 

Based on joint work with Xin Chen, Takashi Kumagai and Jian Wang.