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Volumn 74, Issue 2, 1998, Pages 165-193

The parametrix method approach to diffusions in a turbulent Gaussian environment

Author keywords

Mixing condition; Primary 60H25; Random Guassian field; Secondary 62M40; Weak convergence of stochastic processes

Indexed keywords


EID: 0013001345     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00122-1     Document Type: Article
Times cited : (4)

References (14)
  • 1
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    • Asymptotic analysis of PDEs with wideband noise disturbances and expansion of the moments
    • Bouc R., Pardoux E. Asymptotic analysis of PDEs with wideband noise disturbances and expansion of the moments. Stochastic Anal. Appl. 2:1984;369-422.
    • (1984) Stochastic Anal. Appl , vol.2 , pp. 369-422
    • Bouc, R.1    Pardoux, E.2
  • 3
    • 3242748387 scopus 로고
    • Diffusion Approximation For The Advection Diffusion of A Passive Scalar By A Space-Time Gaussian Velocity Field.
    • Birkhauser, Ascona.
    • Carmona, R.A., Fouque, J.P., 1993. Diffusion Approximation For The Advection Diffusion of A Passive Scalar By A Space-Time Gaussian Velocity Field. Stochastic Analysis, Birkhauser, Ascona.
    • (1993) Stochastic Analysis
    • Carmona, R.A.1    Fouque, J.P.2
  • 4
    • 0039979134 scopus 로고    scopus 로고
    • An invariance principle for diffusions in time dependent turbulence.
    • submitted.
    • Fannjiang, C.A., Komorowski, T., 1997. An invariance principle for diffusions in time dependent turbulence. Ann. Probab., submitted.
    • (1997) Ann. Probab.
    • Fannjiang, C.A.1    Komorowski, T.2
  • 7
    • 0001537112 scopus 로고
    • Limits for parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory
    • Kushner H.J., Huang H. Limits for parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory. Stochastics. 14:1985;115-148.
    • (1985) Stochastics , vol.14 , pp. 115-148
    • Kushner, H.J.1    Huang, H.2
  • 10
    • 0001187654 scopus 로고
    • Homogenization of diffusion processes with random stationary coefficients.
    • Lecture Notes in Mathematics, Springer, Berlin
    • Osada, H., 1982. Homogenization of diffusion processes with random stationary coefficients. Proc. 4th Japan-USSR Symp on Probability Theory. Lecture Notes in Mathematics, vol. 1021, Springer, Berlin, pp. 507-517.
    • (1982) Proc. 4th Japan-USSR Symp on Probability Theory. , vol.1021 , pp. 507-517
    • Osada, H.1
  • 11
    • 0001689286 scopus 로고
    • Boundary value problems with rapidly oscillating random coefficients.
    • In: Fritz, J., Lebowitz, J.L. (Eds.), North-Holland, Amsterdam
    • Papanicolaou, G.C., Varadhan, S.R.S., 1982. Boundary value problems with rapidly oscillating random coefficients. In: Fritz, J., Lebowitz, J.L. (Eds.), Random Fields Coll. Math. Soc. Janos Bolyai. vol. 27. North-Holland, Amsterdam, pp. 835-873.
    • (1982) Random Fields Coll. Math. Soc. Janos Bolyai. , vol.27 , pp. 835-873
    • Papanicolaou, G.C.1    Varadhan, S.R.S.2
  • 12
    • 0016996078 scopus 로고
    • Random measures and their application to motion in an incompressible fluid
    • Port S.C., Stone C. Random measures and their application to motion in an incompressible fluid. J. Appl. Probab. 13:1976;499-506.
    • (1976) J. Appl. Probab. , vol.13 , pp. 499-506
    • Port, S.C.1    Stone, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.