The Effects of Time Delay on Noisy Systems

We consider a general stochastic differential delay equation (SDDE) with multiplicative colored noise. We study the limit as the time delays and the correlation times of the noises go to zero at the same rate. First, we derive the limiting equation for the equation obtained by Taylor expanding the S...

Full description

Bibliographic Details
Main Author: McDaniel, Austin James
Other Authors: Wehr, Janek
Language:en_US
Published: The University of Arizona. 2015
Subjects:
Online Access:http://hdl.handle.net/10150/556867