Motion in a Gaussian incompressible flow

We prove that the solution of a system of random ordinary differential equations dX(t)/dt=V(t,X(t)) with diffusive scaling, X.(t)=.X(t/.2), converges weakly to a Brownian motion when ..0. We assume that V(t,x),t.R,x.Rd is a d-dimensional, random, incompressible, stationary Gaussian field which has mean zero and decorrelates in finite time.