Finite time approach to equilibrium in a fractional Brownian velocity field (Q2370003): Difference between revisions
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Revision as of 01:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Finite time approach to equilibrium in a fractional Brownian velocity field |
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Finite time approach to equilibrium in a fractional Brownian velocity field (English)
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21 June 2007
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This article studies the solution to the equation arising in a fractional Brownian motion with Hurst exponent. It is showed that for almost all realizations of the Brownian motion the trajectory reaches in finite time the nearest equilibrium point and that it will stay in it forever. The problem is motivated by studying the separation between two particles in a Gaussian velocity field which satisfies a local self-similarity hypothesis. The main tools are the time reversibility properties of the Brownian motion law.
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passive tracer
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fractional Brownian motion
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two points separation function
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