Brownian motion in a Poisson obstacle field
Abstract. The paper concerns the problem of the existence of a finite invariant absolutely continuous measure for piecewise -regular and convex transformations T: [0, l]→[0,1]. We show that in the case when T’(0) = 1 and T"(0) exists T does not admit such a measure. This result is complementary to the ones contained in [3] and [5].
We study a model of motion of a passive tracer particle in a turbulent flow that is strongly mixing in time variable. In [8] we have shown that there exists a probability measure equivalent to the underlying physical probability under which the quasi-Lagrangian velocity process, i.e. the velocity of the flow observed from the vintage point of the moving particle, is stationary and ergodic. As a consequence, we proved the existence of the mean of the quasi-Lagrangian velocity, the so-called Stokes...
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