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Scaling limits for symmetric Itô-Lévy processes in random medium

Authors
Disciplines
  • Mathematics

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.

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