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math.PR2021
A CLT for degenerate diffusions with periodic coefficients, and application to homogenisation of linear PDEs
Nikola Sandrić, Ivana Valentić
In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context…
math.PR2019
Periodic Homogenization of a Lévy-Type Process with Small Jumps
Nikola Sandrić, Ivana Valentić, Jian Wang
In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called Lévy-type process. Under the assu…