Fractional Brownian motions in a limit of turbulent transport

Authors
Fannjiang, Albert Komorowski, Tomasz
Citation
Fannjiang, Albert et Komorowski, Tomasz, Fractional Brownian motions in a limit of turbulent transport, Annals of applied probability , 10(4), 2000, pp. 1100-1120
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
10
Issue
4
Year of publication
2000
Pages
1100 - 1120
Database
ACNP
SICI code
Abstract
W show that the motion of a particle advected by a random Gaussian velocity field with long-range correlations converges to a fractional Brownian motion in the long time limit.