A singularly perturbed stochastic delay system with a small parameter
A singularly perturbed stochastic delay system with a small parameter
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DOI：
10.1080/07362999308809312
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发表时间：
1993
影响因子：
1.3
通讯作者：
K. Ramachandran
中科院分区：
文献类型：
--
作者：
K. Ramachandran
研究了一类具有宽带噪声扰动的奇摄动随机时滞系统。渐近性质的发展。所用的基本数学方法是鞅平均和弱收敛理论的技巧。它表明，极限平均系统是一个扩散过程，满足一个随机微分延迟方程和正确的限制保持独立的方式，这些参数去他们的极限。
A singularly perturbed stochastic delay system with wideband noise perturbations is considered in this paper. Asymptotic properties are developed. The basic mathernatical methods which are used are the martingale averaging and the techniques of the theory of weak convergence. It is shown that the limit averaged system is a diffusion process which satisfies a stochastic differential delay equation and that the correct limits hold independent of the way in which these parameters go to their limits.