Fokker–Planck Equations for Time-Delayed Systems via Markovian Embedding
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Title
Fokker–Planck Equations for Time-Delayed Systems via Markovian Embedding
Authors
Keywords
Time delay, Stochastic delay differential equations, Fokker–Planck equations, Non-Markovian processes, Novikov’s theorem
Journal
JOURNAL OF STATISTICAL PHYSICS
Volume 177, Issue 1, Pages 95-118
Publisher
Springer Science and Business Media LLC
Online
2019-08-26
DOI
10.1007/s10955-019-02359-4
References
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