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arxiv: cond-mat/0703301 · v1 · submitted 2007-03-12 · ❄️ cond-mat.stat-mech

Stochastic differential equations with time-delayed feedback and multiplicative noise

classification ❄️ cond-mat.stat-mech
keywords differentialfeedbackmultiplicativenoisestochastictime-delayedclassequation
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The stochastic differential equation $\dot{x}(t) = ax(t) + bx(t-\tau) + c x(t) \xi(t)$ with a time-delayed feedback and a multiplicative Gaussian noise is shown to be related to Kardar-Parisi-Zhang universality class of growing surfaces.

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