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Stochastic transport by Gaussian noise

math.PR · 2023-05-30 · unverdicted · novelty 5.0

Stochastic transport by general Gaussian noise yields a deterministic mean equation with reduced small-time dissipation and enhanced large-time diffusion compared to delta-correlated noise when the driving noise has higher regularity.

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  • Stochastic transport by Gaussian noise math.PR · 2023-05-30 · unverdicted · none · ref 19

    Stochastic transport by general Gaussian noise yields a deterministic mean equation with reduced small-time dissipation and enhanced large-time diffusion compared to delta-correlated noise when the driving noise has higher regularity.