Finite time approach to equilibrium in a fractional Brownian velocity field

DOI10.1007/s10955-006-9270-0zbMath1137.82007OpenAlexW1963956875MaRDI QIDQ2370003

Peter Horvai, Tomasz Komorowski, Jan Wehr

Publication date: 21 June 2007

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-006-9270-0

zbMATH Keywords

fractional Brownian motionpassive tracertwo points separation function

Mathematics Subject Classification ID

Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Stochastic integrals (60H05)

Related Items (1)

Upscaling Lévy motions in porous media with long range correlations

Cites Work

• Stochastic analysis of the fractional Brownian motion
• Lagrangian dispersion in Gaussian self-similar velocity ensembles
• Smoothness of the law of the supremum of the fractional Brownian motion
• Maximum of a fractional Brownian motion: Probabilities of small values
• Diffusion by a Random Velocity Field
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