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

DOI10.1016/j.cnsns.2008.07.014zbMath1221.60106MaRDI QIDQ716702

Jian-Qiao Sun

Publication date: 30 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2008.07.014

zbMATH Keywords

time delay; stochastic dynamical systems; finite dimensional Markov process

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

65C40: Numerical analysis or methods applied to Markov chains

34K50: Stochastic functional-differential equations

Related Items

Algorithms for Linear Stochastic Delay Differential Equations, Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems

Cites Work

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