Diffusion limit for a stochastic kinetic problem
Analysis of PDEs
2011-07-15 v3 Probability
Abstract
We study the limit of a kinetic evolution equation involving a small parameter and perturbed by a smooth random term which also involves the small parameter. Generalizing the classical method of perturbed test functions, we show the convergence to the solution of a stochastic diffusion equation.
Cite
@article{arxiv.1103.2664,
title = {Diffusion limit for a stochastic kinetic problem},
author = {A. Debussche and J. Vovelle},
journal= {arXiv preprint arXiv:1103.2664},
year = {2011}
}
Comments
26 pages, corrected version (typos, proof of tightness was lacking an argument)