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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


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.


Published: October 1997
First available in Project Euclid: 7 June 2002

zbMATH: 0902.60028
MathSciNet: MR1487440
Digital Object Identifier: 10.1214/aop/1023481115

Primary: 35B27 , 60F17
Secondary: 60G44

Keywords: Convection-diffusion , Homogenization‎ , invariance principle , martingale

Rights: Copyright © 1997 Institute of Mathematical Statistics

Vol.25 • No. 4 • October 1997
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