Article ID Journal Published Year Pages File Type
1156139 Stochastic Processes and their Applications 2009 14 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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