Langevins stochastic differential equation extended by a time-delayed term
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Publication:4019368
DOI10.1080/17442509208833780zbMath0777.60048OpenAlexW2019711733WikidataQ115295036 ScholiaQ115295036MaRDI QIDQ4019368
Publication date: 16 January 1993
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509208833780
time delaystationary solutionsspectral densityexponential rate of convergenceLangevin's equationlinear stochastic difference-differential equations
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Cites Work
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- Theory of functional differential equations. 2nd ed
- Some results on the differential-difference equation \(\dot x(t) =\sum^ N_{i=0} A_ i x(t-T_ i)\)
- A first-order linear differential-difference equation with N delays
- Stationary probability measures for linear differential equations driven by white noise
- Stability Theory and Adjoint Operators for Linear Differential-Difference Equations
- Sharp conditions for oscillations caused by delays
- Roots of the Transcendental Equation Associated with a Certain Difference-Differential Equation
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