A martingale approach to homogenization of unbounded random flows

Albert Fannjiang; Tomasz Komorowski

doi:10.1214/aop/1023481115

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October 1997 A martingale approach to homogenization of unbounded random flows

Albert Fannjiang, Tomasz Komorowski

Ann. Probab. 25(4): 1872-1894 (October 1997). DOI: 10.1214/aop/1023481115

Abstract

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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Albert Fannjiang. Tomasz Komorowski. "A martingale approach to homogenization of unbounded random flows." Ann. Probab. 25 (4) 1872 - 1894, October 1997. https://doi.org/10.1214/aop/1023481115