Article ID Journal Published Year Pages File Type
10527393 Stochastic Processes and their Applications 2014 33 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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