Title of article :
Fractional diffusion limit for a stochastic kinetic equation
Author/Authors :
De Moor، نويسنده , , Sylvain، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
33
From page :
1335
To page :
1367
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.
Keywords :
Kinetic equations , Diffusion limit , Stochastic partial differential equations , Perturbed test functions , Fractional diffusion
Journal title :
Stochastic Processes and their Applications
Serial Year :
2014
Journal title :
Stochastic Processes and their Applications
Record number :
1579264
Link To Document :
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