Dispersion of volume under the action of isotropic Brownian flows
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.
Year of publication: |
2009
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Authors: | Dimitroff, G. ; Scheutzow, M. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 2, p. 588-601
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Publisher: |
Elsevier |
Keywords: | Stochastic differential equation Stochastic flow Isotropic Brownian flow Vague convergence Asymptotic normality |
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