Fokker–Planck Equations for Time-Delayed Systems via Markovian Embedding - Loos, Sarah A. M.; Klapp, Sabine H. L. (Journal of statistical physics, 2019)
Keywords: Approximation; Discrete time systems; Distribution (Probability theory); Embedded systems; Embedding; Fokker-Planck equation; Markov processes; Mathematical analysis; Mathematical and Computational Physics; Physical Chemistry; Physics; Physics and Astronomy; Probability density functions; Quantum Physics; Statistical analysis; Statistical Physics and Dynamical Systems; Stochastic systems; Theoretical; Time delay systems; Fokker–Planck equations; Non-Markovian processes; Time delay; Stochastic delay differential equations; Novikov’s theorem