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Название: Stochastic solution of the linearized Boltzmann equation
Автор: Mark A. Pinsky
For the linearized Boltzmann equation with finite cross section, the solution is represented as an integral over the paths of a Markov jump process. The integral is only shown to converge conditionally, where the limiting process is defined by an increasing sequence of stopping times. The notion of local martingale plays an important role. A number of related kinetic models are also mentioned.