Abstract.
We study a diffusion with a random, time dependent drift. We prove the invariance principle when the spectral measure of the drift satisfies a certain integrability condition. This result generalizes the results of [13, 7].
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Received: 25 February 2000 / Revised version: 11 December 2000 /¶Published online: 14 June 2001
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Komorowski, T., Olla, S. On homogenization of time-dependent random flows. Probab Theory Relat Fields 121, 98–116 (2001). https://doi.org/10.1007/PL00008799
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DOI: https://doi.org/10.1007/PL00008799
- Mathematics Subject classification (2000): Primary 60F17, 35B27; Secondary 60G44
- Key words or phrases: Invariance principle – Homogenization – Martingale