Limit Theorems for Motions in a Flow with a Nonzero Drift
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Abstract
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
Cite
@article{arxiv.math/9907159,
title = {Limit Theorems for Motions in a Flow with a Nonzero Drift},
author = {Albert Fannjiang and Tomasz Komorowski},
journal= {arXiv preprint arXiv:math/9907159},
year = {2007}
}