Article ID Journal Published Year Pages File Type
1156173 Stochastic Processes and their Applications 2009 30 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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