English

Solutions of kinetic-type equations with perturbed collisions

Probability 2023-09-20 v3

Abstract

We study a class of kinetic-type differential equations ϕt/t+ϕt=Q^ϕt\partial \phi_t/\partial t+\phi_t=\widehat{\mathcal{Q}}\phi_t, where Q^\widehat{\mathcal{Q}} is an inhomogeneous smoothing transform and, for every t0t\geq 0, ϕt\phi_t is the Fourier--Stieltjes transform of a probability measure. We show that under mild assumptions on Q^\widehat{\mathcal{Q}} the above differential equation possesses a unique solution and represent this solution as the characteristic function of a certain stochastic process associated with the continuous time branching random walk pertaining to Q^\widehat{\mathcal{Q}}. Establishing limit theorems for this process allows us to describe asymptotic properties of the solution, as tt\to\infty.

Keywords

Cite

@article{arxiv.2208.09498,
  title  = {Solutions of kinetic-type equations with perturbed collisions},
  author = {Dariusz Buraczewski and Piotr Dyszewski and Alexander Marynych},
  journal= {arXiv preprint arXiv:2208.09498},
  year   = {2023}
}

Comments

24 pages, published in Stochastic Processes and Their Applications