A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise

DOI10.1007/s10955-019-02242-2zbMath1419.82043arXiv1510.05065OpenAlexW3102580080WikidataQ128451850 ScholiaQ128451850MaRDI QIDQ1999405

Scott Hottovy, Austin McDaniel, Jan Wehr

Publication date: 26 June 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05065

zbMATH Keywords

Ornstein-Uhlenbeck processstochastic differential delay equationsnoise-induced driftItô-Stratonovich transition

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic integrals (60H05)

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