MOTION IN A GAUSSIAN INCOMPRESSIBLE FLOW
成果类型：
Article
署名作者：
Komorowski, Tomasz; Papanicolaou, George
署名单位：
Michigan State University; Stanford University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1997
页码：
229-264
关键词：
摘要：
We prove that the solution of a system of random ordinary differential equations dX(t)/dt = V(t, X(t) with diffusive scaling, X-epsilon(t) = epsilon X(t/epsilon(2)), converges weakly to a Brownian motion when epsilon down arrow 0. We assume that V(t,X), t is an element of R, X is an element of R-d is a d-dimensional, random, incompressible, stationary Gaussian field which has mean zero and decorrelates in finite time.