Linear bounds for stochastic dispersion
It has been suggested that stochastic flows might be used to model the spread of passive tracers in a turbulent fluid. We define a stochastic flow by the equations Φ(x) = x, dΦt(x) = F(dt, Φt(x)), where F(t, x) is a field of semimartingales on x ∈ ℝd for d ≥ 2 whose local characteristics are bounded...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2000
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