Large-scale stochastic hereditary systems under Markovian structural perturbations. I: Variational comparison theorems
zbMath1121.34085MaRDI QIDQ871331
Publication date: 19 March 2007
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
stabilityconvergencerobustnessMarkov chainstime-delaydifferential equations with delay and memorylarge-scale stochastic hereditary differential systemsMarkovian perturbationsvariational comparison theorems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Continuous-time Markov processes on discrete state spaces (60J27)
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