Time-dependent solutions for stochastic systems with delays: Perturbation theory and applications to financial physics

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 357, Issue 4-5, 2006, Pages 275-283

  Frank, T D ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

FOKKER PLANCK EQUATION; PERTURBATION TECHNIQUES; TIME DELAY;

BAYES' THEOREM; DELAY FOKKER-PLANCK EQUATIONS; FIRST-ORDER APPROXIMATIONS; ORNSTEIN-UHLENBECK PROCESS; PERTURBATION THEORY; SYSTEMS WITH DELAYS; TIME-DELAYED FEEDBACK; TIME-DEPENDENT SOLUTIONS;

STOCHASTIC SYSTEMS;

EID: 33746185715     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2006.04.094     Document Type: Article

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