Stationary solutions of linear stochastic delay differential equations: applications to biological systems.
Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.
Frank
T D
TD
Faculty of Human Movement Sciences, Vrije Universiteit, Van der Boechorststraat 9, 1081 BT Amsterdam, The Netherlands.
Beek
P J
PJ
D000465:Algorithms; D003198:Computer Simulation; D006801:Humans; D016014:Linear Models; D008954:Models, Biological; D009068:Movement / Q000502:physiology*; D011157:Population Dynamics; D011930:Reaction Time / Q000502:physiology*; D013269:Stochastic Processes; D013997:Time Factors