Fractional diffusion limit for a stochastic kinetic equation

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:124

Article

De Moor, Sylvain

关键词: Kinetic equations;    Diffusion limit;    Stochastic partial differential equations;    Perturbed test functions;    Fractional diffusion;   

DOI  :  10.1016/j.spa.2013.11.007

来源: Elsevier

【 摘 要 】

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. (C) 2013 Elsevier B.V. All rights reserved.

【 授权许可】

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