A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows
Probability
2010-07-01 v1
Abstract
It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if properly defined is deterministic i.e. we show for a -dimensional isotropic Brownian flow with a positive Lyapunov exponent that there exists a non-random set such that we have for , arbitrary connected consisting of at least two different points and arbitrarily large times that
Cite
@article{arxiv.1006.5851,
title = {A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows},
author = {Holger Matthias van Bargen},
journal= {arXiv preprint arXiv:1006.5851},
year = {2010}
}