Owing to the Rosenau argument in Physical Review A, 46 (1992), pag. 12-15,
originally proposed to obtain a regularized version of the Chapman-Enskog
expansion of hydrodynamics, we introduce a non-local linear kinetic equation
which approximates a fractional diffusion equation. We then show that the
solution to this approximation, apart of a rapidly vanishing in time
perturbation, approaches the fundamental solution of the fractional diffusion
(a L\'evy stable law) at large times