Fractional diffusion limit for a stochastic kinetic equation

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.

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Year of publication:	2014
Authors:	De Moor, Sylvain
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 3, p. 1335-1367
Publisher:	Elsevier
Subject:	Kinetic equations \| Diffusion limit \| Stochastic partial differential equations \| Perturbed test functions \| Fractional diffusion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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