Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics

DOI10.1016/j.physleta.2006.08.062zbMath1236.60053OpenAlexW1990690253MaRDI QIDQ942660

Till D. Frank

Publication date: 5 September 2008

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2006.08.062

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

Related Items (7)

Numerical Dynamics of Nonstandard Finite Difference Method for Nonlinear Delay Differential Equation ⋮ Stochastic delay differential equations: analysis and simulation studies ⋮ Unnamed Item ⋮ VIRIAL THEOREM AND NON-EQUILIBRIUM CANONICAL-DISSIPATIVE DISTRIBUTIONS CHARACTERIZING PARKINSON TREMOR ⋮ STOCHASTIC RESONANCE IN A BISTABLE SYSTEM DRIVEN BY WEAK PERIODIC SIGNAL WITH MULTIPLE DELAYS ⋮ A new approach to simulating stochastic delayed systems ⋮ Bifurcations in the time-delayed Kuramoto model of coupled oscillators: exact results

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