• 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
  • Pages
    14
  • From page
    588
  • To page
    601
  • 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
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578074