Linear expansion of isotropic Brownian flows

DOI10.1214/ECP.v4-1010zbMath0938.60048MaRDI QIDQ1960733

David Steinsaltz, Michael Craig Cranston, Michael K. R. Scheutzow

Publication date: 16 January 2000

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120342

zbMATH Keywords

stochastic differential equationsLyapunov exponentsstochastic flowsmartingale fields

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (13)

Linear bounds for stochastic dispersion. ⋮ Chasing balls through martingale fields ⋮ Dispersion rates under finite mode Kolmogorov flows ⋮ Sample path properties of the stochastic flows. ⋮ EXPONENTIAL GROWTH RATE FOR DERIVATIVES OF STOCHASTIC FLOWS ⋮ Uniform shrinking and expansion under isotropic Brownian flows ⋮ A limit shape theorem for periodic stochastic dispersion ⋮ T. E. Harris's contributions to recurrent Markov processes and stochastic flows ⋮ Asymptotic support theorem for planar isotropic Brownian flows ⋮ Dispersion of volume under the action of isotropic Brownian flows ⋮ A WEAK LIMIT SHAPE THEOREM FOR PLANAR ISOTROPIC BROWNIAN FLOWS ⋮ LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL ⋮ INERTIAL PARTICLES IN A RANDOM FIELD

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