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.
Moment boundedness of linear stochastic delay differen- tial equations with distributed delay.Stochastic Processes and their Applications, 124(1):586–612, 2014
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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.