Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems
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Publication:716702
DOI10.1016/j.cnsns.2008.07.014zbMath1221.60106MaRDI QIDQ716702
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
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
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