Finite dimensional Markov process approximation for time-delayed stochastic dynamical systems

DOI10.1007/978-94-007-0732-0_11MaRDI QIDQ5198809zbMATH OpenOpenAlexFDO

Authors Jian-Qiao Sun

Publication date 9 August 2011

Published in IUTAM Symposium on Nonlinear Stochastic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-94-007-0732-0_11

zbMATH Keywords

controlMarkov approximationstochastic systemstime delay

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(5)

• Fokker-Planck equations for time-delayed systems via Markovian embedding
• A Markov Approach to Nonlinear Multivariate Delay Systems with Noise
• Approximation of stochastic delay differential systems by a stochastic system without delay
• A method of continuous time approximation of delayed dynamical systems
• Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems

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