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].
Article PDF
We’re sorry, something doesn't seem to be working properly.
Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.
Author information
Authors and Affiliations
Additional information
Received: 25 February 2000 / Revised version: 11 December 2000 /¶Published online: 14 June 2001
Rights and permissions
About this article
Cite this article
Komorowski, T., Olla, S. On homogenization of time-dependent random flows. Probab Theory Relat Fields 121, 98–116 (2001). https://doi.org/10.1007/PL00008799
Issue Date:
DOI: https://doi.org/10.1007/PL00008799