A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise (Q1999405)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise |
scientific article |
Statements
A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise (English)
0 references
26 June 2019
0 references
stochastic differential delay equations
0 references
noise-induced drift
0 references
Itô-Stratonovich transition
0 references
Ornstein-Uhlenbeck process
0 references
