Linear expansion of isotropic Brownian flows

DOI10.1214/ECP.V4-1010MaRDI QIDQ1960733zbMATH OpenFDO

Authors David Steinsaltz, Michael Craig Cranston, Michael 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, http://www.emis.de/journals/EJP-ECP/EcpVol4/paper12.abs.html

zbMATH Keywords

Lyapunov exponentsstochastic differential equationsstochastic flowsmartingale fields

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cited in

(22)

• Asymptotic growth of spatial derivatives of isotropic flows
• Asymptotic support theorem for planar isotropic Brownian flows
• A limit shape theorem for periodic stochastic dispersion
• On isotropic brownian motions
• Chasing balls through martingale fields
• Linear bounds for stochastic dispersion.
• Dispersion rates under finite mode Kolmogorov flows
• Dispersion of volume under the action of isotropic Brownian flows
• scientific article; zbMATH DE number 3925908 (Why is no real title available?)
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• Rate of growth of the coalescent set in a coalescing stochastic flow
• scientific article; zbMATH DE number 2147511 (Why is no real title available?)
• INERTIAL PARTICLES IN A RANDOM FIELD
• Uniform shrinking and expansion under isotropic Brownian flows
• Some properties of isotropic Brownian and Ornstein-Uhlenbeck flows
• Attractors and expansion for Brownian flows
• LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL
• Exponential growth rate for derivatives of stochastic flows
• Sample path properties of the stochastic flows.
• T. E. Harris's contributions to recurrent Markov processes and stochastic flows
• On the chaotic behaviour of stochastic flows
• Evolution of moments of isotropic Brownian stochastic flows

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