Abstract
W show that the motion of a particle advected by a random Gaussian velocity field with long-range correlations converges to a fractional Brownian motion in the long time limit.
Citation
Albert Fannjiang. Tomasz Komorowski. "Fractional Brownian motions in a limit of turbulent transport." Ann. Appl. Probab. 10 (4) 1100 - 1120, November 2000. https://doi.org/10.1214/aoap/1019487608
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