A differential delay equation with wideband noise perturbations (Q921708)
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| Language | Label | Description | Also known as |
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| English | A differential delay equation with wideband noise perturbations |
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A differential delay equation with wideband noise perturbations (English)
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1990
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Some asymptotic properties of a differential delay equation with a small parameter and random noise perturbations are investigated. The noise is wideband. It is shown that as the parameter approaches zero the family of solutions to the differential delay equation converges weakly to the solution of a stochastic differential delay equation.
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wideband noise
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weak convergence
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differential delay equation
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stochastic differential delay equation
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