A singularly perturbed stochastic delay system with a small parameter

DOI10.1080/07362999308809312MaRDI QIDQ4039253zbMATH OpenOpenAlexFDO

Authors K. M. Ramachandran

Publication date 8 August 1993

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999308809312

zbMATH Keywords

stochastic differential delay equationmartingale averagingsingularly perturbed stochastic delay system

Mathematics Subject Classification ID

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

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• A differential delay equation with wideband noise perturbations
• Adaptive control of linear delay time systems^*
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Some limit theorems for stochastic delay-differential equations
• Weak convergence methods and singularly perturbed stochastic control and filtering problems

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(6)

• An averaging principle for two-time-scale stochastic functional differential equations
• Fast-slow-coupled stochastic functional differential equations
• Stability of Stochastic Delay Differential Equation with a Small Parameter
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• Approximate properties of stochastic functional differential equations with singular perturbations
• Approximation of a class of functional differential equations with wideband noise perturbations

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