A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise (Q1999405): Difference between revisions

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Property / DOI: 10.1007/s10955-019-02242-2 / rank
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Property / author: Jan Wehr / rank
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Property / arXiv ID: 1510.05065 / rank
 
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Latest revision as of 07:07, 28 December 2024

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A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise
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    A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise (English)
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    26 June 2019
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    stochastic differential delay equations
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    noise-induced drift
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    Itô-Stratonovich transition
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    Ornstein-Uhlenbeck process
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