论文标题
随机动力学问题的扩散极限和无界驾驶过程
Diffusion limit for a stochastic kinetic problem with unbounded driving process
论文作者
论文摘要
本文研究了涉及一个小参数的动力学进化方程的极限，并由随机过程驱动，该过程也随着小参数的比例。为了证明分布到随机扩散方程的溶液中的收敛性，同时删除了对驾驶随机过程的界定假设，我们适应了扰动测试功能的方法，以解决停止的玛格纳莱斯问题。
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.
