Solutions of kinetic-type equations with perturbed collisions
Probability
2023-09-20 v3
Abstract
We study a class of kinetic-type differential equations , where is an inhomogeneous smoothing transform and, for every , is the Fourier--Stieltjes transform of a probability measure. We show that under mild assumptions on 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 . Establishing limit theorems for this process allows us to describe asymptotic properties of the solution, as .
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