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20122024
most citedThe Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction

99 citations · 216 across the 9 of their papers we have counts for

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math.PR2014

An SDE approximation for stochastic differential delay equations with state-dependent colored noise

Austin McDaniel, Ozer Duman, Giovanni Volpe +1

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (S…