A martingale approach to homogenization of unbounded random flows

被引：29

作者：

Fannjiang, A ^{[1
]}

Komorowski, T

机构：

[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA

[2] Michigan State Univ, Dept Math, E Lansing, MI 48824 USA

来源：

ANNALS OF PROBABILITY | 1997年 / 25卷 / 04期

关键词：

convection-diffusion; invariance principle; homogenization; martingale;

D O I：

10.1214/aop/1023481115

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：1872 / 1894

页数：23

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