Fractional diffusion limit for a stochastic kinetic equation
Analysis of PDEs
2013-12-10 v1 Probability
Abstract
We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small parameter, and with the moment method used in the deterministic case, we show the convergence in law to a stochastic fluid limit involving a fractional Laplacian.
Cite
@article{arxiv.1311.4743,
title = {Fractional diffusion limit for a stochastic kinetic equation},
author = {Sylvain De Moor},
journal= {arXiv preprint arXiv:1311.4743},
year = {2013}
}
Comments
38 pages