Solutions of kinetic-type equations with perturbed collisions
arXiv:2208.09498 · doi:10.1016/j.spa.2023.01.014
Abstract
We study a class of kinetic-type differential equations , where is an inhomogeneous smoothing transform and, for every , is the Fourier--Stieltjes transform of a probability measure. We show that under mild assumptions on the above differential equation possesses a unique solution and represent this solution as the characteristic function of a certain stochastic process associated with the continuous time branching random walk pertaining to . Establishing limit theorems for this process allows us to describe asymptotic properties of the solution, as .
24 pages, published in Stochastic Processes and Their Applications