Czasopismo
2000
|
Vol. 48, no 4
|
413--427
Tytuł artykułu
Autorzy
Wybrane pełne teksty z tego czasopisma
Warianty tytułu
Języki publikacji
Abstrakty
In this paper we consider a motion of a tracer particle in a time Markovian random environment. We show that an abstract valued process describing the environment from the point of view of the moving particle, the so-called Lagrangian dynamics, is also Markovian. We show several properties of the L[sup 2]-semigroup corresponding to this process.
Rocznik
Tom
Strony
413--427
Opis fizyczny
Bibliogr. 19 poz.
Twórcy
autor
- Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-950 Warszawa, Poland , komorow@golem.umcs.lublin.pl
- Institute of Mathematics, Maria-Curie Skłodowska University, Pl. Marii-Curie Skłodowskiej 1, 20-031 Lublin, Poland
Bibliografia
- [1] R. Carmona, Transport properties of gaussian velocity fields, First S.M.F. Winter School in Random Media, Rennes 1994, in: Real and Stochastic Analysis: Recent Advances, ed.: M. M. Rao, CRC Press, Boca Raton 1994.
- [2] K. L. Chung, A course in probability theory, Harcourt, Brace&World Inc., New York, Chicago, S. Francisco, Atlanta 1968.
- [3] N. Dunford, J. T. Schwartz, Linear operators, Part I, Wiley, New York 1988.
- [4] P. E. Dedik, M. A. Subin, Random pseudodifferential operators and the stabilization of solutions of parabolic equations with random coefficients, Math. USSR-Sb., 41:1 (1982) 33-52.
- [5] S. D. Eidel'man, Parabolic systems (in Russian), Mir, Moscow 1964.
- [6] S. Ethier, T. Kurtz, Markov processes, Wiley & Sons, New York 1986.
- [7] A. C. Fannjiang, T. Komorowski, Turbulent diffusion in Markovian flows, Ann. Appl. Probab., 9 (1999) 591-610.
- [8] A. C. Fannjiang, T. Komorowski, Invariance Principle for a Diffusion in a Markov Field, Bull. Pol. Ac.: Math., 49 (1) (2001) to be published.
- [9] S. Foguel, Ergodic theory of Markov processes, Van Nostrand, New York 1969.
- [10] M. B. Isichenko, Percolation, statistical topography and transport in random media, Rev. Modern Phys., 64 (1992) 961-1043.
- [11] I. Karatzas, S. Shreve, Brownian motion and stochastic calculus, Springer-Verlag, New York 1991.
- [12] C. Kipnis, S. R. S. Varadhan, Central limit theorem for additive funcionals of reversible Markov processes and applications to simple exclusions, Comm. Math. Phys., 104 (1986) 1-19.
- [13] C. Kipnis, C. Landim, Scaling limits of interacting particle systems, Springer-Verlag, Berlin 1999.
- [14] A. N. Kolmogorov, The local structure of turbulence in incompressible viscous fluid for very large Reynolds numbers, C. R. Acad. Sci. USSR, 30 (1941) 301-305.
- [15] S. M. Kozlov, The method of averaging and walks in inhomogeneous environments, Russian Math. Surveys, 40 (1985) 73-145.
- [16] O. A. Ladyzhenskaya, V.A. Solonninkov, N. N. Ural'ceva, Linear and quasi-linear parabolic equations (in Russian), Nauka, Moscow 1967.
- [17] S. Molchanov, Lectures on random media, Lecture Notes in Math., Springer-Verlag, Berlin 1581 (1994) 242-411.
- [18] G. C. Papanicolaou, S. R. S. Varadhan, Boundary value problems with rapidly oscillating random coefficients, Colloq. Math. Soc. János Bolyai, 27 (1979) 835-873.
- [19] G. C. Papanicolaou, S. R. S. Varadhan, Diffusions with random coefficients, in: Statistics and probability: essays in honor of C. R. Rao, North-Holland, Amsterdam 1982.
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.baztech-article-BAT2-0001-0007