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On homogenization of time-dependent random flows |
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| Authors: | Tomasz Komorowski Stefano Olla |
| Institution: | (1) Instytut Matematyki, UMCS, pl. Marii Curie Skłowskiej 1, 20-031 Lublin, Poland. e-mail: komorow@golem.umcs.lublin.pl, PL;(2) Département de Mathématiques, Université de Cergy-Pontoise, 2 avenue A.Chauvin, B.P. 222, Pontoise, F-95302 Cergy-Pontoise Cedex, France. e-mail: olla@math.u-cergy.fr, FR |
| Abstract: | We study a diffusion with a random, time dependent drift. We prove the invariance principle when the spectral measure of the drift satisfies a certain integrability condition. This result generalizes the results of 13, 7]. Received: 25 February 2000 / Revised version: 11 December 2000 /?Published online: 14 June 2001 |
| Keywords: | Mathematics Subject classification (2000): Primary 60F17 35B27 Secondary 60G44 |
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