Stationary solutions of linear stochastic delay differential equations: Applications to biological systems
- 27 July 2001
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 64 (2) , 021917
- https://doi.org/10.1103/physreve.64.021917
Abstract
Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.Keywords
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