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arXiv · 2105.07907

A quenched local limit theorem for stochastic flows

Alexander Dunlap·Yu Gu
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Abstract

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched density of the particle after a long time can be approximated pointwise by the product of a deterministic Gaussian density and a spacetime-stationary random field $U$. If the velocity field is additionally assumed to be incompressible, then $U\equiv 1$ almost surely and we obtain a local central limit theorem.

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BibTeXRIS

Alexander Dunlap, Yu Gu. 2021-05-17. A quenched local limit theorem for stochastic flows. https://doi.org/10.1016/j.jfa.2021.109372

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