Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps

DOI10.4310/CMS.2016.V14.N2.A2zbMath1337.60195arXiv1502.04440OpenAlexW2964289863MaRDI QIDQ259352

Nikola Sandrić, Guodong Pang

Publication date: 11 March 2016

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04440

zbMATH Keywords

diffusionjumpsergodicitylaw of large numberscentral limit theoremLévy processFeller processfluid particlesemi-martingale characteristicsturbulent fluid

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Sample path properties (60G17) Turbulence (76F99) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Ergodicity of Lévy-Type Processes ⋮ On sub-geometric ergodicity of diffusion processes ⋮ Periodic homogenization of a Lévy-type process with small jumps

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