The Annals of Probability

A martingale approach to homogenization of unbounded random flows

Albert Fannjiang and Tomasz Komorowski

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We study the asymptotic behavior of Brownian motion in steady, unbounded incompressible random flows. We prove an invariance principle for almost all realizations of random flows. The key compactness result is obtained by Moser’s iterative scheme in PDE theory.

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Ann. Probab., Volume 25, Number 4 (1997), 1872-1894.

First available in Project Euclid: 7 June 2002

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Zentralblatt MATH identifier

Primary: 60F17: Functional limit theorems; invariance principles 35B27: Homogenization; equations in media with periodic structure [See also 74Qxx, 76M50]
Secondary: 60G44: Martingales with continuous parameter

Convection-diffusion invariance principle homogenization martingale


Fannjiang, Albert; Komorowski, Tomasz. A martingale approach to homogenization of unbounded random flows. Ann. Probab. 25 (1997), no. 4, 1872--1894. doi:10.1214/aop/1023481115.

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