Dispersion of volume under the action of isotropic Brownian flows

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dc.creatorDimitroff, Georgi
dc.creatorScheutzow, Michael
dc.date2008-11-03
dc.date.accessioned2026-07-07T10:14:53Z
dc.date.available2026-07-07T10:14:53Z
dc.descriptionWe study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions -- asymptotic normality of the distribution of the volume of the image of a set under the flow. Finally, we show that for a class of isotropic flows, the volume of the image of a nonempty open set (which is a martingale) converges to a random variable which is almost surely strictly positive.
dc.descriptionTo appear in "Stochastic processes and their applications"
dc.identifierhttps://arxiv.org/abs/0811.0276
dc.identifierhttp://arxiv.org/abs/0811.0276
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/173040
dc.subjectProbability
dc.subject60F05, 60G15, 60G60, 62H30
dc.titleDispersion of volume under the action of isotropic Brownian flows
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