The parametrix method approach to diffusions in a turbulent Gaussian environment

DOI10.1016/S0304-4149(97)00122-1zbMath0933.60077OpenAlexW1979962479MaRDI QIDQ1805750

Tomasz Komorowski

Publication date: 18 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00122-1

zbMATH Keywords

Gaussian random fieldsweak convergence of stochastic processes\(\alpha \)-mixing condition

Mathematics Subject Classification ID

Random fields (60G60) Random operators and equations (aspects of stochastic analysis) (60H25) Turbulence (76F99)

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Cites Work

• A limit theorem for turbulent diffusion
• Vorticity and turbulence
• An invariance principle for diffusion in turbulence
• Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• Random measures and their application to motion in an incompressible fluid
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