Derives discretization-free algebraic conditions for second-moment stability boundaries of linear time-invariant stochastic DDEs via reduction of a correlation-function boundary-value problem.
Stochastic semi-discretization for linear stochastic delay differential equations.Interna- tional Journal for Numerical Methods in Engineer- ing, 119(9):879–898, 2019
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Algebraic conditions for second-moment stability boundaries of linear, time-invariant stochastic delay-differential equations
Derives discretization-free algebraic conditions for second-moment stability boundaries of linear time-invariant stochastic DDEs via reduction of a correlation-function boundary-value problem.