Asymptotic support theorem for planar isotropic Brownian flows (Q1951687)
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English | Asymptotic support theorem for planar isotropic Brownian flows |
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Asymptotic support theorem for planar isotropic Brownian flows (English)
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24 May 2013
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This paper deals with isotropic Brownian flows (IBF). In particular, linear time-scaled transforms of a planar IBF are studied and a theorem on the asymptotic support is provided. More precisely, the author proves convergence in probability of the set of time-scaled trajectories in the Hausdorff distance to the set of Lipschitz continuous functions starting in 0. After an Introduction, Section 2 presents preliminary notions (e.g., stochastic flows, IBF, etc.) and main properties, and Section 3 states the main theorem of this article. In Section 4, the concept of stable norm is introduced, Section 5 is devoted to the proof of the main theorem. The article finishes with two appendices: the first one concerns an estimate on the covariance function and the second one provides an upper bound for the probability that the image of a ball attains a fixed diameter up to a certain time.
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stochastic flows
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isotropic Brownian flows
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asymptotic expansion
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asymptotic support theorem
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Hausdorff distance
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stable norm
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