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math.PR1999
Limit Theorems for Motions in a Flow with a Nonzero Drift
Albert Fannjiang, Tomasz Komorowski
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
math.PR1999
Fractional Brownian Motion Limit for a Model of Turbulent Transport
Albert Fannjiang, Tomasz Komorowski
Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.