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Pré-Publication, Document De Travail Année : 2020

Diffusion limit for a stochastic kinetic problem with unbounded driving process

Résumé

This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a stochastic diffusion equation while removing a boundedness assumption on the driving random process, we adapt the method of perturbed test functions to work with stopped martingales problems.

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Dates et versions

hal-02866901 , version 1 (12-06-2020)

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  • HAL Id : hal-02866901 , version 1

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Shmuel Rakotonirina-Ricquebourg. Diffusion limit for a stochastic kinetic problem with unbounded driving process. 2020. ⟨hal-02866901⟩
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