Motion in a Gaussian incompressible flow
نویسندگان
چکیده
منابع مشابه
Motion In A Gaussian , Incompressible Flow
We prove that the solution of a system of random ordinary di erential equations dX(t) dt = V(t;X(t)) with di usive scaling, X"(t) = "X( t " ), converges weakly to a Brownian Motion when " # 0. We assume that V(t;x), t 2 R, x 2 R is a d-dimensional, random, incompressible, stationary Gaussian eld which has mean zero and decorrelates in nite time.
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1997
ISSN: 1050-5164
DOI: 10.1214/aoap/1034625261