Probabilistic tools and Monte-Carlo approximations for some Boltzmann equations (Q2723239)

The paper aims to introduce to non-specialist mathematicians some probabilistic methods which can be used for the analysis of kinetic equations. The necessary probabilistic background is provided, starting from the basis. The authors interpret the kinetic equations as the Kolmogorov equations for Markov processes, which are defined using martingale problem formulations. This interpretation is rather natural and gives information on quantities out of the reach of the kinetic equation formulation. In addition sample path techniques yield new quantitative and qualitative results, and provide Monte-Carlo approximations with rates of convergence. Some kinetic equations without cutoff and with non-integrable cross-sections are considered as well.