Linear Bounds for Stochastic Dispersion
نویسندگان
چکیده
It has been suggested that stochastic flows might be used to model the spread of passive tracers in a turbulent fluid. We define a stochastic flow by the equations φ0 x = x dφt x = F dt φt x where F t x is a field of semimartingales on x ∈ d for d ≥ 2 whose local characteristics are bounded and Lipschitz. The particles are points in a bounded set , and we ask how far the substance has spread in a time T. That is, we define T = sup x∈ sup 0≤t≤T φt x
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تاریخ انتشار 2001