In the present article we consider a motion of a passive tracer particle, whose trajectory satis es the It^o stochastic dierential equation dx(t) = V(t; x(t))dt + 2dw(t), where w() is a Brownian motion, V is a stationary Gaussian random eld with incompressible realizations independent of w() and > 0. We prove that when the drift fails to possess a stream matrix (in the sense of [19, 15]) the motion of the tracer particle is superdiusive. The result is shown both for steady (time independent) and time dependent Markovian elds. In addition, we provide explicit upper and lower bounds for the Hurst exponent. 1
Many experiments are now available where it has been shown that the probability distribution functio...
The Brownian motion of a microscopic particle in a fluid is one of the cornerstones of statistical p...
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introd...
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusio...
Brownian motion and viscoelastic anomalous diffusion in homogeneous environments are intrinsically G...
30 pages; v2: corrected typos, updated referencesThe present work is devoted to the study of the lar...
Let V(t; x), (t; x) 2 RR be a time-space stationary d-dimensional Markovian and Gaussian random fi...
We study the stochastic motion of active particles that undergo spontaneous transitions between dist...
The long-time / large-scales behaviour of solutions to stochastic differentials equations (SDEs) des...
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dyna...
Abstract. In the present article we consider a model of motion of a passive tracer particle under a ...
We study the effect of randomly distributed diffusivities and speeds in two models for active partic...
The solution of the equation for a passive scalar advetcted by an external velocity field can be exp...
We formulate a stochastic differential equation describing the Lagrangian environment process of a p...
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusio...
Many experiments are now available where it has been shown that the probability distribution functio...
The Brownian motion of a microscopic particle in a fluid is one of the cornerstones of statistical p...
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introd...
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusio...
Brownian motion and viscoelastic anomalous diffusion in homogeneous environments are intrinsically G...
30 pages; v2: corrected typos, updated referencesThe present work is devoted to the study of the lar...
Let V(t; x), (t; x) 2 RR be a time-space stationary d-dimensional Markovian and Gaussian random fi...
We study the stochastic motion of active particles that undergo spontaneous transitions between dist...
The long-time / large-scales behaviour of solutions to stochastic differentials equations (SDEs) des...
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dyna...
Abstract. In the present article we consider a model of motion of a passive tracer particle under a ...
We study the effect of randomly distributed diffusivities and speeds in two models for active partic...
The solution of the equation for a passive scalar advetcted by an external velocity field can be exp...
We formulate a stochastic differential equation describing the Lagrangian environment process of a p...
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusio...
Many experiments are now available where it has been shown that the probability distribution functio...
The Brownian motion of a microscopic particle in a fluid is one of the cornerstones of statistical p...
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introd...