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 Electronic Journal of Probability > Vol. 7 (2002) > Paper 20 open journal systems 


Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows

Albert Fannjiang, University of California, Davis
Tomasz Komorowski, UMCS


Abstract
We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number, the laws of diffusions under the diffusive rescaling converge weakly, to the law of a Brownian motion. We also show that the effective diffusivity has a finite, nonzero limit as the molecular diffusion tends to zero.



Full text: PDF

Pages: 1-22

Published on: May 31, 2002
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Electronic Journal of Probability. ISSN: 1083-6489