Homogenization for time-dependent two-dimensional incompressible Gaussian flows

DOI10.1214/aoap/1034625262zbMath0879.60063OpenAlexW2082389346MaRDI QIDQ1355746

René A. Carmona, Lin Xu

Publication date: 22 January 1998

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034625262

zbMATH Keywords

Brownian motionhomogenizationparabolic problemGaussian fieldsmartingale central limit theoremLagrangian observations

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items

Dispersion rates under finite mode Kolmogorov flows, Lyapunov exponents of Poisson shot-noise velocity fields., Annealed large deviations for diffusions in a random Gaussian shear flow drift., Averaging of semigroups associated to diffusion processes on a simplex, Convergence Analysis of Stochastic Structure-Preserving Schemes for Computing Effective Diffusivity in Random Flows, Phase diagram for turbulent transport: Sampling drift, eddy diffusivity and variational principles, A model for preferential concentration, Fluctuations of Random Semilinear Advection Equations, Calculating effective diffusivities in the limit of vanishing molecular diffusion, Turbulent diffusion in Markovian flows, Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows, Quenched large deviations for diffusions in a random Gaussian shear flow drift., Anomalous diffusion of a tracer advected by wave turbulence, INERTIAL PARTICLES IN A RANDOM FIELD