Diffusion limit for a stochastic kinetic problem
arXiv:1103.2664
Abstract
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.
26 pages, corrected version (typos, proof of tightness was lacking an argument)