Stochastic Delay-Differential Equations

Abstract

This chapter concerns the effect of noise on linear and nonlinear delay-differential equations. Currently there exists no formalism to exactly compute the effects of noise in nonlinear systems with delays. The standard Fokker–Planck approach is not justified because it is meant for Markovian systems. Delay-differential systems are non-Markovian, although various approximations to them might be Markovian.