A quenched local limit theorem for stochastic flows

preprint2021arXivOpen access

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 UU. If the velocity field is additionally assumed to be incompressible, then U≡1U\equiv 1 almost surely and we obtain a local central limit theorem.

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