کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156139 958804 2009 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Dispersion of volume under the action of isotropic Brownian flows
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Dispersion of volume under the action of isotropic Brownian flows
چکیده انگلیسی

We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and–under slightly stronger assumptions–asymptotic normality of the distribution of the volume of the image of a set under the flow. Finally, we show that for a class of isotropic flows, the volume of the image of a nonempty open set (which is a martingale) converges to a random variable which is almost surely strictly positive.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 2, February 2009, Pages 588–601
نویسندگان
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