We prove that the passive scalar field in the Ornstein-Uhlenbeck velocity field with wave-number dependent correlation times converges, in the white-noise limit, to that of Kraichnan’s model with higher spatial regularity.
We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process satisfying a linear stochastic differential equation driven by fractional Brownian motion.