Diffusive-limit conjecture for stochastic transport by heavy-tailed jump processes

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Let xR2{\mathbf{x}}\in {\mathbb{R}}^2. For the stochastic transport model with regimes (J1)(J_1), (J2)(J_2), and (J3)(J_3), let (Xtη(x))t0({\mathbf{X}}^\eta_t({\mathbf{x}}))_{t\ge 0} denote the tracer process and let η\eta be the small-scale parameter.

Diffusive-limit conjecture. As η\eta goes to zero, the processes (Xtη(x))t0({\mathbf{X}}^\eta_t({\mathbf{x}}))_{t\ge 0} converge in law to the 22-dimensional process (x+Xt)t0({\mathbf{x}+\overline{{\mathbf{X}}}_t})_{t\ge 0}, where (Xt)t0(\overline{{\mathbf{X}}}_t)_{t\ge 0} is an isotropic α\alpha-stable process in case (J1)(J_1), and a centred Brownian motion in cases (J2)(J_2) and (J3)(J_3).

The conjecture predicts anomalous super-diffusive transport for stable noise and classical diffusive transport for truncated or tempered noise. The stated validity remains an open question; the paper's numerical results provide evidence for the proposed limiting behaviours.

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Primary source

Paolo Cifani, Franco Flandoli and Lorenzo Marino, “Anomalous diffusion properties of stochastic transport by heavy-tailed jump processes”, arXiv:2602.21097 (2026).

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