A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows
It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set $γ$ under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if properly defined is deterministic i.e. we show for a $2$-dimensional isotropic Brownian flow $Φ$ with a positive Lyapunov exponent that there exists a non-random set $\mathcal{B}$ such that we have for $ε>0$, arbitrary connected $γ\subset\subset\R^2$ consisting of at least two different points and arbitrarily large times $T$ that $$(1-ε)T\mathcal{B}\subset \cup_{0\leq t\leq T}\cup_{x\inγ} Φ_{0,t}(x)\subset(1+ε)T\mathcal{B}.$$
math.PR↗