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

DOI10.1016/J.CNSNS.2008.07.014MaRDI QIDQ716702zbMATHOpenAlexFDO

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

zbMATH Keywords

time delaystochastic dynamical systemsfinite dimensional Markov process

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5190527 (Why is no real title available?)
• scientific article; zbMATH DE number 3997612 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A method of continuous time approximation of delayed dynamical systems
• Delayed state feedback and chaos control for time-periodic systems via a symbolic approach
• Dimensional reduction of nonlinear delay differential equations with periodic coefficients using Chebyshev spectral collocation
• Introduction to the numerical analysis of stochastic delay differential equations
• Semi-discretization method for delayed systems
• Stability and performance of feedback control systems with time delays
• 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
• Weak discrete time approximation of stochastic differential equations with time delay

Cited in

(7)

• Algorithms for linear stochastic delay differential equations
• A Markov Approach to Nonlinear Multivariate Delay Systems with Noise
• Fokker-Planck equations for time-delayed systems via Markovian embedding
• Approximation of stochastic delay differential systems by a stochastic system without delay
• Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems
• 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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