Motion In A Gaussian , Incompressible Flow

نویسندگان

  • Tomasz Komorowski
  • George Papanicolaou
چکیده

We prove that the solution of a system of random ordinary di erential equations dX(t) dt = V(t;X(t)) with di usive scaling, X"(t) = "X( t " ), converges weakly to a Brownian Motion when " # 0. We assume that V(t;x), t 2 R, x 2 R is a d-dimensional, random, incompressible, stationary Gaussian eld which has mean zero and decorrelates in nite time.

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تاریخ انتشار 1997