On stochastic differential equations with non-white noise having small correlation times

DOI10.1016/0016-0032(80)90005-8zbMath0427.60065MaRDI QIDQ1136425

S. H. Smith

Publication date: 1980

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(80)90005-8

zbMATH Keywords

iteration procedure; difference-differential equation with time delays

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E20: Optimal stochastic control

60H25: Random operators and equations (aspects of stochastic analysis)