Title of article :
Dispersion of volume under the action of isotropic Brownian flows
Author/Authors :
Dimitroff، نويسنده , , G. and Scheutzow، نويسنده , , M.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and–under slightly stronger assumptions–asymptotic normality of the distribution of the volume of the image of a set under the flow. Finally, we show that for a class of isotropic flows, the volume of the image of a nonempty open set (which is a martingale) converges to a random variable which is almost surely strictly positive.
Keywords :
stochastic differential equation , Stochastic flow , Isotropic Brownian flow , Asymptotic normality , Vague convergence
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications