Fractional diffusion limit for a stochastic kinetic equation

DOI10.1016/J.SPA.2013.11.007zbMath1287.60049arXiv1311.4743OpenAlexW1990368209MaRDI QIDQ2637210

Sylvain De Moor

Publication date: 7 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.4743

zbMATH Keywords

stochastic partial differential equationskinetic equationsfractional diffusiondiffusion limitperturbed test functions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60)

Related Items (3)

Anomalies of Lévy-based thermal transport from the Lévy-Fokker-Planck equation ⋮ Numerical schemes for kinetic equation with diffusion limit and anomalous time scale ⋮ Numerical Schemes for Kinetic Equations in the Anomalous Diffusion Limit. Part I: The Case of Heavy-Tailed Equilibrium

Cites Work

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• Fractional diffusion limit for collisional kinetic equations
• Limit theorems for additive functionals of a Markov chain
• A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers
• Diffusion limit for a stochastic kinetic problem
• From the long jump random walk to the fractional Laplacian
• Stochastic Equations in Infinite Dimensions

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