Averaging principle for Lévy diffusions

Nome: 
Paulo Henrique P. da Costa - Dpto de Matemática
Instituição: 
UnB
Data do Evento: 
sexta-feira, 30 de Agosto de 2019 - 16:30
Local do evento
Sala 121
Descrição: 

In this talk we analise an averaging principle for Lévy diffusions which live on the leaves of a foliated
manifold subject to small transversal Léevy type perturbation to the case of non-compact leaves. The main
result states that the existence of p-th moments of the foliated Lévy diffusion for p > 2 and an ergodic
convergence of its coecients in Lp implies the strong Lp convergence of the fast perturbed motion on
the time scale t/ to the system driven by the averaged coeffcients.