Linear bounds for stochastic dispersion.

DOI10.1214/aop/1019160510zbMath1044.60055OpenAlexW2007975364MaRDI QIDQ1872171

David Steinsaltz, Michael Craig Cranston, Michael K. R. Scheutzow

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1019160510

zbMATH Keywords

empirical processesstochastic flowschaining methodspassive dispersion

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (9)

Chasing balls through martingale fields ⋮ Dispersion rates under finite mode Kolmogorov flows ⋮ Sample path properties of the stochastic flows. ⋮ Uniform shrinking and expansion under isotropic Brownian flows ⋮ Isotropic Ornstein-Uhlenbeck flows ⋮ T. E. Harris's contributions to recurrent Markov processes and stochastic flows ⋮ Asymptotic support theorem for planar isotropic Brownian flows ⋮ LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL ⋮ Barycenters of measures transported by stochastic flows

Cites Work

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• Probability inequalities for empirical processes and a law of the iterated logarithm
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Weak convergence and empirical processes. With applications to statistics
• Linear expansion of isotropic Brownian flows
• Dispersion of particle systems in Brownian flows

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