A martingale approach to homogenization of unbounded random flows

• 成果类型: Article
• 署名作者: Fannjiang, A; Komorowski, T
• 署名单位: University of California System; University of California Davis; Michigan State University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1023481115
• 发表日期: 1997
• 页码: 1872-1894
• 关键词: CENTRAL LIMIT-THEOREMS; diffusion

摘要

We study the asymptotic behavior of Brownian motion in steady, unbounded incompressible random flows. We prove an invariance principle for almost all realizations of random flows. The key compactness result is obtained by Moser's iterative scheme in PDE theory.