Abstract
This paper studies the oscillatory properties of solutions of linear
scalar stochastic delay di®erential equations with multiplicative noise. It is
shown that such noise will induce an oscillation in the solution whenever there
is negative feedback from the delay term. The zeros of the process are a
countable set; the solution is di®erentiable at each zero, and the zeros are
simple. The addition of such noise does not alter the positivity of solutions
when there is positive feedback.
| Original language | English |
|---|---|
| Pages (from-to) | 175-196 |
| Number of pages | 22 |
| Journal | Dynamic Systems and Applications |
| Volume | 14 |
| Issue number | 2 |
| Publication status | Published - Jun 2005 |
Fields of science
- 101002 Analysis
- 101029 Mathematical statistics
- 101014 Numerical mathematics
- 101024 Probability theory
- 101015 Operations research
- 101026 Time series analysis
- 101019 Stochastics
- 107 Other Natural Sciences
- 211 Other Technical Sciences
JKU Focus areas
- Computation in Informatics and Mathematics
- Engineering and Natural Sciences (in general)