A singularly perturbed stochastic delay system with a small parameter

DOI10.1080/07362999308809312zbMath0770.60059OpenAlexW2953633690MaRDI QIDQ4039253

Kandethody M. Ramachandran

Publication date: 8 August 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809312

zbMATH Keywords

stochastic differential delay equationmartingale averagingsingularly perturbed stochastic delay system

Mathematics Subject Classification ID

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

Related Items (3)

Fast-slow-coupled stochastic functional differential equations ⋮ An averaging principle for two-time-scale stochastic functional differential equations ⋮ Approximation of a class of functional differential equations with wideband noise perturbations

Cites Work

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• A differential delay equation with wideband noise perturbations
• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• Adaptive control of linear delay time systems^*
• Some limit theorems for stochastic delay-differential equations
• On Stochastic Processes Defined by Differential Equations with a Small Parameter

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