A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise (Q1999405)
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English | 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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