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math.DS2026
Persistence in probability for stochastic delay equations with multiplicative noise
Mark van den Bosch, John Ioannis Stavroulakis
We study the stochastic delay equation \begin{equation*} dX(t)=[-γX(t)+r f(X(t-τ))]\,dt+σX(t)\,dW(t), \end{equation*} where , , and with eit…
math.DS2026
Stochastic Mackey-Glass Equations and Other Negative Feedback Systems: Existence of Invariant Measures
Mark van den Bosch, Onno van Gaans, Sjoerd Verduyn Lunel
We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative…
math.DS2025
Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay
Mark van den Bosch, Onno van Gaans, Sjoerd Verduyn Lunel
We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means…