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In this paper we show that a path-wise solution to the following integral equationYt = ∫0t f(Yt) dXt, Y0 = a ∈ Rd,exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. We examine two types of solution, determined by the solution's behaviour at jump times of the process X, one we call geometric, the other forward. The geometric solution is obtained by adding fictitious time and solving an associated...
Using probabilistic tools, this work states a pointwise convergence of function solutions of the 2-dimensional Boltzmann equation to the function solution of the Landau equation for Maxwellian molecules when the collisions become grazing. To this aim, we use the results of Fournier (2000) on the Malliavin calculus for the Boltzmann equation. Moreover, using the particle system introduced by Guérin and Méléard (2003), some simulations of the solution of the Landau equation will be given. This result...
Using probabilistic tools, this work states a pointwise convergence of
function solutions of the 2-dimensional Boltzmann equation to the function
solution of the Landau equation for Maxwellian molecules when the collisions become grazing. To this aim, we use the results of
Fournier (2000) on the Malliavin calculus for the Boltzmann
equation. Moreover, using the particle system introduced by Guérin and
Méléard (2003), some simulations of the solution of the Landau equation will be given. This result...
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