An oscillator driven by algebraically decorrelating noise

DOI10.1007/s00220-023-04744-3zbMath1525.60072arXiv2107.07363OpenAlexW3180066154MaRDI QIDQ6109372

Gautam Iyer, Chistophe Gomez, Hai Le, Alexei Novikov

Publication date: 28 July 2023

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.07363

zbMATH Keywords

Brownian motionscaling limitstationary Gaussian noise

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Related Items (2)

An Effective Fractional Paraxial Wave Equation for Wave-Fronts in Randomly Layered Media with Long-Range Correlations ⋮ An oscillator driven by algebraically decorrelating noise

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