Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156173 | Stochastic Processes and their Applications | 2009 | 30 Pages |
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.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Rémi Rhodes, Vincent Vargas,