LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL

DOI10.1142/S0219493701000175MaRDI QIDQ4460428zbMATH OpenFDO

Authors Hannelore Lisei, Michael Scheutzow

Publication date 18 May 2004

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstochastic flowGaussian tailmartingale field

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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Cites work

• Linear bounds for stochastic dispersion.
• Linear expansion of isotropic Brownian flows

Cited in

(8)

• Asymptotic support theorem for planar isotropic Brownian flows
• A limit shape theorem for periodic stochastic dispersion
• Linear bounds for stochastic dispersion.
• Dispersion rates under finite mode Kolmogorov flows
• A WEAK LIMIT SHAPE THEOREM FOR PLANAR ISOTROPIC BROWNIAN FLOWS
• scientific article; zbMATH DE number 2147511 (Why is no real title available?)
• Exponential growth rate for derivatives of stochastic flows
• Sample path properties of the stochastic flows.

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