Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: Applications to financial physics and neurophysics

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

Volumn 360, Issue 4-5, 2007, Pages 552-562

  Frank, T D ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

02.30.Ks; 02.50.Ey; 05.40. a

Indexed keywords

FOKKER PLANCK EQUATION; STOCHASTIC SYSTEMS;

02.30.KS; 02.50.EY; 05.40.-A; DELAY FOKKER-PLANCK EQUATIONS; INHIBITORY NEURONS; KRAMERS-MOYAL EXPANSION; MULTIPLE DELAYS; STOCHASTIC DIFFERENTIAL EQUATIONS;

EXPANSION;

EID: 33751234497     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2006.08.062     Document Type: Article

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