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Stochastic delay differential equations allow the stochastic differential equations to incorporate past data segments. They are widely used to solve systems having delay feedbacks. In the linear Gaussian case, the differential equations can be solved by computing the covariance functions through the double Laplace transform. It turns out that the solution can be decomposed into the sum of indep...
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ژورنال
عنوان ژورنال: Tidsskrift for Den norske legeforening
سال: 2009
ISSN: 0029-2001
DOI: 10.4045/tidsskr.08.0655