Homogenization of periodic semilinear parabolic degenerate PDEs
A. B. Sow, R. Rhodes, É. Pardoux (2009)
Annales de l'I.H.P. Analyse non linéaire
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A. B. Sow, R. Rhodes, É. Pardoux (2009)
Annales de l'I.H.P. Analyse non linéaire
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Bahlali, Khaled, Elouaflin, A., Pardoux, Etienne (2009)
Electronic Journal of Probability [electronic only]
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Jean Jacod (2007)
ESAIM: Probability and Statistics
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We determine the asymptotic behavior of the realized power variations, and more generally of sums of a given function evaluated at the increments of a Lévy process between the successive times Δ for = 0,1,...,. One can elucidate completely the first order behavior, that is the convergence in probability of such sums, possibly after normalization and/or centering: it turns out that there is a rather wide variety of possible behaviors, depending on the structure of jumps and on the...