Langevins stochastic differential equation extended by a time-delayed term
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Publication:4019368
DOI10.1080/17442509208833780zbMath0777.60048WikidataQ115295036 ScholiaQ115295036MaRDI QIDQ4019368
Publication date: 16 January 1993
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509208833780
time delay; stationary solutions; spectral density; exponential rate of convergence; Langevin's equation; linear stochastic difference-differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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