Brownian Motions on the Homeomorphisms of the Plane
Harris, Theodore E.
Ann. Probab., Tome 9 (1981) no. 6, p. 232-254 / Harvested from Project Euclid
Let $z$ denote a point of $R_2$. We study random flows $Z_{st}(z) \in R_2, 0 \leq s \leq t < \infty, z \in R_2, Z_{tu}(Z_{st}(z)) = Z_{su}(z)$ for $s \leq t \leq u$. Such flows are called Brownian if $Z$ is continuous in $(s, t, z)$ and has appropriate spatial and temporal homogeneity properties and if $Z_{st}, Z_{uv}, \cdots$ are independent homeomorphisms of $R_2$ onto $R_2$ when $s \leq t \leq u \leq v \leq \cdots$. For a Brownian flow the coordinates of any $k$ points are a $2k$-dimensional continuous Markov process, $k = 1, 2, \cdots$. If these processes are diffusions whose diffusion matrices have bounded continuous derivatives of order $\leq 2$ (i.e., are $C^2$-bounded), then the diffusion matrices are necessarily obtained in a certain way from the covariance tensor of the field of infinitesimal displacements. A converse is given in the incompressible isotropic case: given a $C^2$-bounded covariance tensor of an isotropic solenoidal $R_2$-valued field in $R_2$, there exists a corresponding incompressible isotropic Brownian flow.
Publié le : 1981-04-14
Classification:  Flows,  diffusion,  random fields,  random homeomorphisms,  60B99,  60G99
@article{1176994465,
     author = {Harris, Theodore E.},
     title = {Brownian Motions on the Homeomorphisms of the Plane},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 232-254},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994465}
}
Harris, Theodore E. Brownian Motions on the Homeomorphisms of the Plane. Ann. Probab., Tome 9 (1981) no. 6, pp.  232-254. http://gdmltest.u-ga.fr/item/1176994465/