Solutions of kinetic-type equations with perturbed collisions
Dariusz Buraczewski, Piotr Dyszewski, Alexander Marynych

TL;DR
This paper investigates solutions to kinetic-type equations involving inhomogeneous smoothing transforms, establishing existence, uniqueness, and asymptotic behavior of solutions through stochastic process representations.
Contribution
It introduces a novel approach to solving kinetic equations with perturbed collisions by linking solutions to stochastic processes and limit theorems.
Findings
Unique solutions exist under mild conditions.
Solutions are represented as characteristic functions of stochastic processes.
Asymptotic properties are characterized as time approaches infinity.
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 .
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Taxonomy
TopicsStochastic processes and statistical mechanics · Diffusion and Search Dynamics · Stochastic processes and financial applications
