Dispersion of volume under the action of isotropic Brownian flows

DOI10.1016/j.spa.2008.03.005zbMath1169.60311arXiv0811.0276OpenAlexW2033431301MaRDI QIDQ1004408

Michael K. R. Scheutzow, Georgi Dimitroff

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.0276

zbMATH Keywords

stochastic differential equationasymptotic normalitystochastic flowvague convergenceisotropic Brownian flow

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Central limit and other weak theorems (60F05)

Related Items (4)

T. E. Harris's contributions to recurrent Markov processes and stochastic flows ⋮ NATURAL "FLOW" NOT IN LE JAN–RAIMOND FRAMEWORK ⋮ A central limit theorem for isotropic flows ⋮ Criteria for strong and weak random attractors

Cites Work

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• Isotropic stochastic flows
• Translation and dispersion of mass by isotropic Brownian flows
• Random dynamical systems
• Équilibre statistique pour les produits de difféomorphismes aléatoires indépendants. (Statistical equilibrium for products of independent random diffeomorphisms)
• Sample path properties of the stochastic flows.
• Linear expansion of isotropic Brownian flows
• On isotropic brownian motions

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