Asymptotic support theorem for planar isotropic Brownian flows (Q1951687)

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Asymptotic support theorem for planar isotropic Brownian flows
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    Asymptotic support theorem for planar isotropic Brownian flows (English)
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    24 May 2013
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    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.
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    stochastic flows
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    isotropic Brownian flows
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    asymptotic expansion
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    asymptotic support theorem
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    Hausdorff distance
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    stable norm
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