Motion in a Gaussian incompressible flow
Komorowski, Tomasz ; Papanicolaou, George
Ann. Appl. Probab., Tome 7 (1997) no. 1, p. 229-264 / Harvested from Project Euclid
We prove that the solution of a system of random ordinary differential equations $d\mathbf{X}(t)/dt = \mathbf{V}(t, \mathbf{X}(t))$ with diffusive scaling, $\mathbf{X}_{\varepsilon}(t) = \varepsilon \mathbf{X}(t/ \varepsilon^2)$, converges weakly to a Brownian motion when $\varepsilon \downarrow 0$. We assume that $\mathbf{V}(t, \mathbf{x}), t \epsilon R, \mathbf{x} \epsilon R^d$ is a d-dimensional, random, incompressible, stationary Gaussian field which has mean zero and decorrelates in finite time.
Publié le : 1997-02-14
Classification:  Random field,  mixing condition,  weak convergence,  diffusion approximation,  60H25,  62M40
@article{1034625261,
     author = {Komorowski, Tomasz and Papanicolaou, George},
     title = {Motion in a Gaussian incompressible flow},
     journal = {Ann. Appl. Probab.},
     volume = {7},
     number = {1},
     year = {1997},
     pages = { 229-264},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034625261}
}
Komorowski, Tomasz; Papanicolaou, George. Motion in a Gaussian incompressible flow. Ann. Appl. Probab., Tome 7 (1997) no. 1, pp.  229-264. http://gdmltest.u-ga.fr/item/1034625261/