In this paper we study the homogenization of a stochastic process and its associated evolution equations in which we mix a local part (given by a Brownian motion with a reflection on the boundary) and a nonlocal part (given by a jump process with a smooth kernel). We consider a sequence of partitions of the (fixed) spacial domain into two parts (local and nonlocal) that are mixed in such a way that they both have positive density at every point in the limit. Under adequate hypotheses on the sequence of partitions, we prove convergence of the associated densities (that are solutions to an evolution equation with coupled local and nonlocal parts in two different regions of the domain) to the unique solution to a limit evolution system in which the local part disappears and the nonlocal part survives but divided into two different components. We also obtain convergence in distributions of the processes associated to the partitions and prove that the limit process has a density pair that coincides with the limit of the densities.

In this paper we consider the homogenization problem for a nonlocal equation that involve different smooth kernels. We assume that the spacial domain is divided into a sequence of two subdomains An ∪ Bn and we have three different smooth kernels, one that controls the jumps from An to An, a second one that controls the jumps from Bn to Bn and the third one that governs the interactions between An and Bn. Assuming that χA n (x) → X(x) weakly-* in L ∞ (and then χB n (x) → (1 − X)(x) weakly-* in L ∞ ) as n → ∞ we show that there is an homogenized limit system in which the three kernels and the limit function X appear. We deal with both Neumann and Dirichlet boundary conditions. Moreover, we also provide a probabilistic interpretation of our results.

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