Asymptotic support theorem for planar isotropic Brownian flows (Q1951687)

From MaRDI portal
Revision as of 11:28, 6 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Asymptotic support theorem for planar isotropic Brownian flows
scientific article

    Statements

    Asymptotic support theorem for planar isotropic Brownian flows (English)
    0 references
    0 references
    0 references
    24 May 2013
    0 references
    This paper deals with isotropic Brownian flows (IBF). In particular, linear time-scaled transforms of a planar IBF are studied and a theorem on the asymptotic support is provided. More precisely, the author proves convergence in probability of the set of time-scaled trajectories in the Hausdorff distance to the set of Lipschitz continuous functions starting in 0. After an Introduction, Section 2 presents preliminary notions (e.g., stochastic flows, IBF, etc.) and main properties, and Section 3 states the main theorem of this article. In Section 4, the concept of stable norm is introduced, Section 5 is devoted to the proof of the main theorem. The article finishes with two appendices: the first one concerns an estimate on the covariance function and the second one provides an upper bound for the probability that the image of a ball attains a fixed diameter up to a certain time.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic flows
    0 references
    isotropic Brownian flows
    0 references
    asymptotic expansion
    0 references
    asymptotic support theorem
    0 references
    Hausdorff distance
    0 references
    stable norm
    0 references
    0 references