Hypoellipticity and the Mori-Zwanzig formulation of stochastic differential equations

10 Sep 2020 Zhu Yuanran Venturi Daniele

We develop a thorough mathematical analysis of the effective Mori-Zwanzig equation governing the dynamics of noise-averaged observables in stochastic differential equations driven by multiplicative Gaussian white noise. Such dynamics is generated by a Kolmogorov operator obtained by averaging the It\^{o} representation of the stochastic Liouvillian of the system... (read more)

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  • MATHEMATICAL PHYSICS
  • DYNAMICAL SYSTEMS
  • MATHEMATICAL PHYSICS