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Fokker-Planck equations for time-delayed systems via Markovian embedding - MaRDI portal

Fokker-Planck equations for time-delayed systems via Markovian embedding (Q2328722)

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Fokker-Planck equations for time-delayed systems via Markovian embedding
scientific article

    Statements

    title
    Fokker-Planck equations for time-delayed systems via Markovian embedding (English)
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    author
    Sarah A. M. Loos
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    Sabine H. L. Klapp
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    publication date
    10 October 2019
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    zbMATH Keywords
    time delay
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    stochastic delay differential equations
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    Fokker-Planck equations
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    non-Markovian processes
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    Novikov's theorem
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    cites work
    Q2722409
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    Q5547508
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    Stochastic energetics
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    34K50
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    82C31
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    zbMATH DE Number
    7115609
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    OpenAlex ID
    W3105712710
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    arXiv ID
    1903.02322
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    Wikidata QID
    Q127331764
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