LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL

DOI10.1142/S0219493701000175zbMath1039.60059MaRDI QIDQ4460428

Michael K. R. Scheutzow, Hannelore Breckner

Publication date: 18 May 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstochastic flowGaussian tailmartingale field

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (4)

Sample path properties of the stochastic flows. ⋮ EXPONENTIAL GROWTH RATE FOR DERIVATIVES OF STOCHASTIC FLOWS ⋮ Asymptotic support theorem for planar isotropic Brownian flows ⋮ A WEAK LIMIT SHAPE THEOREM FOR PLANAR ISOTROPIC BROWNIAN FLOWS

Cites Work

• Linear bounds for stochastic dispersion.
• Linear expansion of isotropic Brownian flows

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