A differential delay equation with wideband noise perturbations

DOI10.1016/0304-4149(90)90004-CzbMATH Open0709.60023WikidataQ115363654 ScholiaQ115363654MaRDI QIDQ921708FDOQ921708

Authors: G. Yin, K. M. Ramachandran 

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

weak convergencewideband noisedifferential delay equationstochastic differential delay equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Theory of functional differential equations. 2nd ed
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• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Semigroups of conditioned shifts and approximation of Markov processes
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• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• A martingale method for the convergence of a sequence of processes to a jump-diffusion process
• Adaptive control of linear delay time systems^*
• Some limit theorems for stochastic delay-differential equations

Cited In (13)

• Exponential ergodicity for retarded stochastic differential equations
• Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
• An averaging principle for two-time-scale stochastic functional differential equations
• A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise
• Fast-slow-coupled stochastic functional differential equations
• Stability of Stochastic Delay Differential Equation with a Small Parameter
• A singularly perturbed stochastic delay system with a small parameter
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Title not available (Why is that?)
• Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
• Approximation of a class of functional differential equations with wideband noise perturbations
• Title not available (Why is that?)

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