scientific article; zbMATH DE number 1154472

MaRDI QIDQ4389733zbMATH OpenFDO

Authors René Carmona

Publication date 24 May 1998

zbMATH Keywords

Ornstein-Uhlenbeck processstationary homogeneous Gaussian fieldtransport problems for passive tracer particles

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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(7)

• Transport by vector fields with Kolmogorov spectrum
• Quenched large deviations for diffusions in a random Gaussian shear flow drift.
• Gradient structure and transport coefficients for strong particles
• Transport along null curves
• Quantifying transport in numerically generated velocity fields
• Velocity fields with power-law spectra for modeling turbulent flows
• Annealed large deviations for diffusions in a random Gaussian shear flow drift.

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