Transitional processes in linear stochastic parabolic and hyperbolic systems with constant delays

A scheme combining the classical method of steps with expansion of the state space (MSSSE) was earlier proposed for an analysis of systems of stochastic ordinary differential equations with one constant time delay (SODDEs). This two-stage scheme is adapted for the analysis of new models described by...

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Bibliographische Detailangaben
1. Verfasser: Poloskov, Igor E.
Format: Tagungsbericht
Sprache:eng
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