- Abstract:
-
We consider the way sets are dispersed by the action of stochastic flows derived from martingale fields. Under fairly general continuity and ellipticity conditions, the following dichotomy result is shown: any nontrivial connected set χ either contracts to a point under the action of the flow, or its diameter grows linearly in time, with speed at least a positive deterministic constant A. The linear growth may further be identified (again, almost surely), with a much stronger behavior, which ...
Expand abstract - Publication status:
- Published
- Publisher copy:
- 10.1214/aop/1039548381
-
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- Journal:
- ANNALS OF PROBABILITY
- Volume:
- 30
- Issue:
- 4
- Pages:
- 2046-2080
- Publication date:
- 2002-10-05
- DOI:
- ISSN:
-
0091-1798
- URN:
-
uuid:12f7232a-25f3-4189-9ae8-91e054380875
- Source identifiers:
-
97792
- Local pid:
- pubs:97792
- Language:
- English
- Keywords:
- Copyright date:
- 2002
Journal article
Chasing balls through martingale fields
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