IPACS Electronic library

On Analysis of Stochastic Systems with delays

Igor Poloskov
Problems concerned with an analysis of stochastic differential equations with various forms of delays are considered. There are nonlinear difference-differential equations with multiple constant delays and linear equations with variable delay among them. The main idea of study consists of an extension of the phase space. Chains of
deterministic equations without delays satisfied by moments of phase vectors with increasing length are presented.
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