Journal article

### Chasing balls through martingale fields

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 ...

Publication status:
Published

### Access Document

Publisher copy:
10.1214/aop/1039548381

### Authors

Scheutzow, M More by this author
More by this author
Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
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: