A martingale approach to homogenization of unbounded random flows
Fannjiang, Albert ; Komorowski, Tomasz
Ann. Probab., Tome 25 (1997) no. 4, p. 1872-1894 / Harvested from Project Euclid
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We study the asymptotic behavior of Brownian motion in steady, unbounded incompressible random flows. We prove an invariance principle for almost all realizations of random flows. The key compactness result is obtained by Moser’s iterative scheme in PDE theory.
Publié le : 1997-10-14
Classification:  Convection-diffusion,  invariance principle,  homogenization,  martingale,  60F17,  35B27,  60G44 
@article{1023481115,
     author = {Fannjiang, Albert and Komorowski, Tomasz},
     title = {A martingale approach to homogenization of unbounded random
		 flows},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 1872-1894},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1023481115}
}

Fannjiang, Albert; Komorowski, Tomasz. A martingale approach to homogenization of unbounded random
		 flows. Ann. Probab., Tome 25 (1997) no. 4, pp.  1872-1894. http://gdmltest.u-ga.fr/item/1023481115/