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On homogenization of time-dependent random flows
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  • Published: September 2001

On homogenization of time-dependent random flows

  • Tomasz Komorowski1 &
  • Stefano Olla2 

Probability Theory and Related Fields volume 121, pages 98–116 (2001)Cite this article

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  • 24 Citations

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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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Authors and Affiliations

  1. Instytut Matematyki, UMCS, pl. Marii Curie Skłowskiej 1, 20-031 Lublin, Poland. e-mail: komorow@golem.umcs.lublin.pl, , , , , , PL

    Tomasz Komorowski

  2. Département de Mathématiques, Université de Cergy-Pontoise, 2 avenue A.Chauvin, B.P. 222, Pontoise, F-95302 Cergy-Pontoise Cedex, France. e-mail: olla@math.u-cergy.fr, , , , , , FR

    Stefano Olla

Authors
  1. Tomasz Komorowski
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  2. Stefano Olla
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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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  • Issue Date: September 2001

  • DOI: https://doi.org/10.1007/PL00008799

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  • Mathematics Subject classification (2000): Primary 60F17, 35B27; Secondary 60G44
  • Key words or phrases: Invariance principle – Homogenization – Martingale
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