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ASYMPTOTICS AND HIGH DIMENSIONAL APPROXIMATIONS FOR NONLINEAR PSEUDODIFFERENTIAL EQUATIONS INVOLVING LÉVY GENERATORS

ASYMPTOTICS AND HIGH DIMENSIONAL APPROXIMATIONS FOR NONLINEAR PSEUDODIFFERENTIAL EQUATIONS INVOLVING LÉVY GENERATORS

Nonlinear pseudodifferential equations involving Levy semigroup generators are used in physical models where the diffusive behavior is affected by hopping and trapping phenomena. In this paper we present several results concerning asymptotics and high dimensional Monte Carlo-type approximations via interacting particle systems for two classes of such equations.