Homogenization of Stable-like Feller Processes
Homogenization of Stable-like Feller Processes
We study the homogenization for a class of non-symmetric stable-like Feller processes, and demonstrate its usage in the numerical approximation of first exit time. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can come both from the underlying …