Fractional Brownian motions in a limit of turbulent transport.
From MaRDI portal
Publication:1872477
DOI10.1214/aoap/1019487608zbMath1073.60532OpenAlexW2055222326MaRDI QIDQ1872477
Tomasz Komorowski, Albert C. Fannjiang
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487608
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17) Isotropic turbulence; homogeneous turbulence (76F05) Forced convection (76R05)
Related Items
Velocity fields with power-law spectra for modeling turbulent flows ⋮ The closed-form option pricing formulas under the sub-fractional Poisson volatility models ⋮ Non-Gaussian limit of a tracer motion in an incompressible flow ⋮ On superdiffusive behavior of a passive tracer in a Poisson shot noise field ⋮ Phase diagram for turbulent transport: Sampling drift, eddy diffusivity and variational principles ⋮ Abstract functional stochastic evolution equations driven by fractional Brownian motion ⋮ Anomalous slow diffusion from perpetual homogenization. ⋮ On a class of measure-dependent stochastic evolution equations driven by fbm ⋮ On stationarity of Lagrangian observations of passive tracer velocity in a compressible environ\-ment ⋮ Some long-range dependence processes arising from fluctuations of particle systems ⋮ Radiative transport limit for the random Schrödinger equation with long-range correlations ⋮ Asymptotics of the solutions of the random Schrödinger equation ⋮ Fluctuations of Random Semilinear Advection Equations ⋮ Homogenization Driven by a Fractional Brownian Motion: The Shear Layer Case ⋮ Generating diffusions with fractional Brownian motion ⋮ Rough homogenisation with fractional dynamics ⋮ Stochastic wave propagation in Maxwell's equations ⋮ Functional limit theorems for the fractional Ornstein-Uhlenbeck process
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A limit theorem for turbulent diffusion
- Random measures and their application to motion in an incompressible fluid
- Gaussian Hilbert Spaces
- Stochastic Liouville Equations
- Fractional Brownian Motions, Fractional Noises and Applications