Some limit theorems for stochastic delay-differential equations

DOI10.1002/CPA.3160290202MaRDI QIDQ4085025zbMATH OpenOpenAlexFDO

Authors Benjamin S. White

Publication date 1976

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cpa.3160290202

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

Cited in

(7)

• Stability of Stochastic Delay Differential Equation with a Small Parameter
• A singularly perturbed stochastic delay system with a small parameter
• An asymptotic limit law with a singularly perturbed drift and a random noise
• Nearly Optimal controls for singularly perturbed wideband noise systems
• Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments
• A differential delay equation with wideband noise perturbations
• Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach

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