A singularly perturbed stochastic delay system with a small parameter
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Publication:4039253
DOI10.1080/07362999308809312zbMATH Open0770.60059OpenAlexW2953633690MaRDI QIDQ4039253FDOQ4039253
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
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stochastic differential delay equationmartingale averagingsingularly perturbed stochastic delay system
Cites Work
- Title not available (Why is that?)
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Title not available (Why is that?)
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Adaptive control of linear delay time systems*
- Some limit theorems for stochastic delay-differential equations
- A differential delay equation with wideband noise perturbations
Cited In (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
- Approximate properties of stochastic functional differential equations with singular perturbations
- Title not available (Why is that?)
- Approximation of a class of functional differential equations with wideband noise perturbations
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