Limit Theorems for Motions in a Flow with a Nonzero Drift

arxiv: math/9907159 · v1 · submitted 1999-07-27 · 🧮 math.PR · math-ph· math.MP

Albert Fannjiang (Department of Mathematics , University of California , Davis) , Tomasz Komorowski (Institute of Mathemathics , Maria Curie-Sk{\l}odowska University , Lublin) This is my paper

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keywords motionsnonzeroapproximationsbrowniandiffusiondriftestablishfield

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We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.

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