Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows

Albert Fannjiang, Tomasz Komorowski and Szymon Peszat

Stochastic Processes and their Applications, 2002, vol. 97, issue 2, 171-198

Abstract: We formulate a stochastic differential equation describing the Lagrangian environment process of a passive tracer in Ornstein-Uhlenbeck velocity fields. We subsequently prove a local existence and uniqueness result when the velocity field is regular. When the Ornstein-Uhlenbeck velocity field is only spatially Hölder continuous we construct and identify the probability law for the Lagranging process under a condition on the time correlation function and the Hölder exponent.

Keywords: Tracer; dynamics; Lagrangian; canonical; process (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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