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Diffusion limit for a stochastic kinetic problem

By A. Debussche and J. Vovelle

Abstract

We study the limit of a kinetic evolution equation involving a small parameter and perturbed by a smooth random term which also involves the small parameter. Generalizing the classical method of perturbed test functions, we show the convergence to the solution of a stochastic diffusion equation.Comment: 26 pages, corrected version (typos, proof of tightness was lacking an argument

Topics: Mathematics - Analysis of PDEs, Mathematics - Probability, 35B25, 35Q35, 60F05, 60H15, 82C40, 82D30
Year: 2011
OAI identifier: oai:arXiv.org:1103.2664
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