Stochastic systems with delay: perturbation theory for second order statistics

DOI10.1016/j.physleta.2016.02.011zbMath1361.35180OpenAlexW2269259719MaRDI QIDQ529518

Till D. Frank

Publication date: 19 May 2017

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2016.02.011

zbMATH Keywords

delayFokker-Planck equationautocorrelation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Fokker-Planck equations (35Q84)

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