An SDE approximation for stochastic differential delay equations with state-dependent colored noise

zbMath1356.60091arXiv1406.7287MaRDI QIDQ2956325

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Publication date: 16 January 2017

Full work available at URL: https://arxiv.org/abs/1406.7287

zbMATH Keywords

stochastic differential equationscolored noisestochastic differential delay equationsnoise-induced drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Homogenization for a class of generalized Langevin equations with an application to thermophoresis ⋮ A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise

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