Diffusion in long-range correlated Ornstein-Uhlenbeck flows

DOI10.1214/EJP.V7-119zbMath1007.60017MaRDI QIDQ1858667

Tomasz Komorowski, Albert C. Fannjiang

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122454

zbMATH Keywords

homogenizationmartingale central limit theoremPeclet numberOrnstein-Uhlenbeck flow

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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