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Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural object to start with if one wants to study more general...
Persistent link: https://www.econbiz.de/10008872896
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...
Persistent link: https://www.econbiz.de/10008873099