LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL

DOI10.1142/S0219493701000175zbMATH Open1039.60059MaRDI QIDQ4460428FDOQ4460428

Authors: Hannelore Lisei, Michael Scheutzow 

Publication date: 18 May 2004

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

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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)

Cites Work

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

Cited In (8)

• A WEAK LIMIT SHAPE THEOREM FOR PLANAR ISOTROPIC BROWNIAN FLOWS
• Dispersion rates under finite mode Kolmogorov flows
• Title not available (Why is that?)
• Linear bounds for stochastic dispersion.
• Exponential growth rate for derivatives of stochastic flows
• Sample path properties of the stochastic flows.
• A limit shape theorem for periodic stochastic dispersion
• Asymptotic support theorem for planar isotropic Brownian flows

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