Noise induced oscillation in solutions of stochastic delay differential equations

zbMATH Open1105.34057MaRDI QIDQ3369828FDOQ3369828

Authors: John A. D. Appleby, Evelyn Buckwar 

Publication date: 6 February 2006

Recommendations

• Analysis of noise generated oscillation of solutions of stochastic delay differential equations with negative and positive coefficients
• scientific article
• On the complementary roles of noise and delay in the osillatory behaviour of stochastic delay differential equations
• Oscillation and existence of positive solutions in stochastic delay differential equations with several positive and negative coefficients
• scientific article; zbMATH DE number 2135074

zbMATH Keywords

oscillation of solutionsStochastic delay equationszero set of a stochastic process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Oscillation theory of functional-differential equations (34K11) Stochastic functional-differential equations (34K50)

Cited In (13)

• On the complementary roles of noise and delay in the osillatory behaviour of stochastic delay differential equations
• Oscillation in solutions of stochastic delay differential equations with Richard's nonlinearity
• Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay
• PINK NOISE, 1/f^αNOISE, AND THEIR EFFECT ON SOLUTIONS OF DIFFERENTIAL EQUATIONS
• On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations
• On oscillations of the geometric Brownian motion with time-delayed drift
• Analysis of noise generated oscillation of solutions of stochastic delay differential equations with negative and positive coefficients
• Noise delayed decay of unstable states: theory versus numerical simulations
• Title not available (Why is that?)
• Oscillation and existence of positive solutions in stochastic delay differential equations with several positive and negative coefficients
• Oscillation and non-oscillation in solutions of nonlinear stochastic delay differential equations
• A differential delay equation with wideband noise perturbations
• Non-oscillation and oscillation in solutions of nonlinear stochastic differential equations with bounded delay

This page was built for publication: Noise induced oscillation in solutions of stochastic delay differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3369828)