Expansions and contractions of isotropic stochastic flows of homeomorphisms
成果类型：
Article
署名作者：
Piterbarg, VV
署名单位：
University of Southern California
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1022855641
发表日期：
1998
页码：
479-499
关键词：
摘要：
A sequence of piecewise constant approximations to rescaled isotropic homeomorphic stochastic flows is shown to converge weakly in Skorohod metric to the coalescing Brownian flow. Intermittent behavior of isotropic flows is exposed, and the clustering properties of isotropic flows are studied by the means of this convergence. We obtain qualitative and quantitative description of expansions and contractions of an arbitrary isotropic homeomorphic flow on large time- and space-scales.