Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems
DOI10.1016/J.CNSNS.2008.07.014zbMATH Open1221.60106OpenAlexW2040104290MaRDI QIDQ716702FDOQ716702
Authors: 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
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Cites Work
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- Introduction to the numerical analysis of stochastic delay differential equations
- Semi-discretization method for delayed systems
- A method of continuous time approximation of delayed dynamical systems
- Stability and performance of feedback control systems with time delays
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- Weak discrete time approximation of stochastic differential equations with time delay
- Delayed state feedback and chaos control for time-periodic systems via a symbolic approach
- Stability of retarded systems with parametric excitation
- State controllability and optimal regulator control of time-delayed systems
- State feedback stabilization for a class of stochastic time-delay nonlinear systems
- Dimensional reduction of nonlinear delay differential equations with periodic coefficients using Chebyshev spectral collocation
Cited In (6)
- Fokker-Planck equations for time-delayed systems via Markovian embedding
- A Markov Approach to Nonlinear Multivariate Delay Systems with Noise
- Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems
- Algorithms for linear stochastic delay differential equations
- A method of continuous time approximation of delayed dynamical systems
- Finite dimensional Markov process approximation for time-delayed stochastic dynamical systems
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