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Diffusion limit for a stochastic kinetic problem

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  • 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.
    Mathematics Subject Classification: Primary: 35B25, 35Q35; Secondary: 60F05, 60H15, 82C40, 82D30.


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