Abrupt decorrelation for linear stochastic differential equations

@misc{lópez2025abruptdecorrelationlinear,
      title={Abrupt decorrelation for linear stochastic differential equations},
      author={Sergio I. López and Juan C. Pardo and Leandro P. R. Pimentel},
      year={2025},
      eprint={2509.16828},
      archivePrefix={arXiv},
      primaryClass={math.PR},
      url={https://arxiv.org/abs/2509.16828},
}