Stochastic delay-differential equations

DOI10.1007/978-3-642-02329-3_6MaRDI QIDQ3172148zbMATH OpenOpenAlexFDO

Authors A. Longtin

Publication date 5 October 2011

Published in Understanding Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-02329-3_6

zbMATH Keywords

conditional densitydynamics of neuronsstochastic delay-differential equation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(19)

• A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise
• Lie symmetry reductions and integrability of approximated small delay stochastic differential equations
• Fokker-Planck equations for time-delayed systems via Markovian embedding
• Governing equations for probability densities of stochastic differential equations with discrete time delays
• Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations
• Transition rates for stochastic delay differential equations
• Stochastic description of delayed systems
• RANDOM DIFFERENTIAL EQUATIONS WITH RANDOM DELAYS
• Numerical analysis for some stochastic delay differential equations
• scientific article; zbMATH DE number 3949345 (Why is no real title available?)
• scientific article; zbMATH DE number 589296 (Why is no real title available?)
• Mean, covariance, and effective dimension of stochastic distributed delay dynamics
• Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems
• Algorithms for linear stochastic delay differential equations
• A biologically motivated signal transmission approach based on stochastic delay differential equation
• Stochastic systems with delay: perturbation theory for second order statistics
• Moment decay rates of stochastic differential equations with time-varying delay
• Stochastic three-state model with delay
• Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics

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