Asymptotic behavior of a class of multiple time scales stochastic kinetic equations
DOI10.1016/j.spa.2023.104265arXiv2106.06417OpenAlexW3166909957MaRDI QIDQ6189180
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
Publication date: 12 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.06417
diffusion approximationaveraging principlestochastic kinetic equationsperturbed test functions method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with fluid mechanics (35Q35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Kinetic theory of gases in time-dependent statistical mechanics (82C40)
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