Periodic Homogenization for Nonlinear Integro-Differential Equations

In this note, we prove the periodic homogenization for a family of nonlinear nonlocal “elliptic” equations with oscillatory coefficients. Such equations include, but are not limited to Bellman equations for the control of pure jump processes and the Isaacs equations for differential games of pure jump processes. The existence of an effective equation and convergence the solutions of the family of the original equations is obtained. An inf-sup formula for the effective equation is also provided.