This work examines the idea of applying the Chapman-Enskog (CE) method for approximating the solution of the Boltzmann equation beyond the realm of physics, using an information theory approach. Equations describing the evolution of averages and thei
r fluctuations in a generalized phase space are established up to first order in the Knudsen parameter, which is defined as the ratio of the time between interactions (mean free time) and a characteristic macroscopic time. Although the general equations here obtained may be applied in a wide range of disciplines, in this paper only a particular case related to the evolution of averages in speculative markets is examined.
