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math.PR2008★ 7 cited
Isotropic Ornstein-Uhlenbeck flows
Georgi Dimitroff, Holger van Bargen
Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calcu…
math.PR2008
Dispersion of volume under the action of isotropic Brownian flows
Georgi Dimitroff, Michael Scheutzow
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure unde…