A differential delay equation with wideband noise perturbations

DOI10.1016/0304-4149(90)90004-CzbMath0709.60023WikidataQ115363654 ScholiaQ115363654MaRDI QIDQ921708

Kandethody M. Ramachandran, G. George Yin

Publication date: 1990

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

zbMATH Keywords

weak convergencewideband noisedifferential delay equationstochastic differential delay equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Fast-slow-coupled stochastic functional differential equations ⋮ Exponential ergodicity for retarded stochastic differential equations ⋮ A singularly perturbed stochastic delay system with a small parameter ⋮ Stability of Stochastic Delay Differential Equation with a Small Parameter ⋮ An averaging principle for two-time-scale stochastic functional differential equations ⋮ Approximation of a class of functional differential equations with wideband noise perturbations ⋮ Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach ⋮ An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure ⋮ Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays

Cites Work

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• Some limit theorems for stochastic delay-differential equations
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control

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