A sequence of piecewise constant approximations to rescaled
isotropic homeomorphic stochastic flows is shown to converge weakly in Skorohod
metric to the coalescing Brownian flow. Intermittent behavior of isotropic
flows is exposed, and the clustering properties of isotropic flows are studied
by the means of this convergence. We obtain qualitative and quantitative
description of expansions and contractions of an arbitrary isotropic
homeomorphic flow on large time-and space-scales.
Publié le : 1998-04-14
Classification:
Coalescence,
coalescing Brownian motion,
convergence of flows,
expansions,
contractions,
clustering,
60J30,
60H10,
60F05,
60F17,
60J60
@article{1022855641,
author = {Piterbarg, Vladimir V.},
title = {Expansions and contractions of isotropic stochastic flows of
homeomorphisms},
journal = {Ann. Probab.},
volume = {26},
number = {1},
year = {1998},
pages = { 479-499},
language = {en},
url = {http://dml.mathdoc.fr/item/1022855641}
}
Piterbarg, Vladimir V. Expansions and contractions of isotropic stochastic flows of
homeomorphisms. Ann. Probab., Tome 26 (1998) no. 1, pp. 479-499. http://gdmltest.u-ga.fr/item/1022855641/