Abstract
One of types of stochastic retarded systems is under consideration. Our scheme of analysis is applicable for investigation of linear and nonlinear differential difference equations with single and multiple constant delays, linear differential equations with variable delays, linear neutral delay differential equations, and separate linear differential difference equations. In addition, a problem of sensitivity estimation for linear dynamic systems described by stochastic differential difference equations can be explored too. All these schemes are based on extensions of phase spaces.
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Malanin, V.V., Poloskov, I.E. (2011). About Some Schemes of Study for Systems with Different Forms of Time Aftereffect. In: Zhu, W.Q., Lin, Y.K., Cai, G.Q. (eds) IUTAM Symposium on Nonlinear Stochastic Dynamics and Control. IUTAM Bookseries, vol 29. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0732-0_6
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DOI: https://doi.org/10.1007/978-94-007-0732-0_6
Publisher Name: Springer, Dordrecht
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Online ISBN: 978-94-007-0732-0
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