Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22224
Authors: 
Appleby, John A. D.
Buckwar, Evelyn
Year of Publication: 
2003
Series/Report no.: 
Discussion papers of interdisciplinary research project 373 2003,9
Abstract: 
This paper studies the oscillatory properties of solutions of linear scalar stochastic delay differential equations with multiplicative noise. It is shown that such noise will induce an oscillation in the solution whenever there is negative feedback from the delay term. The zeros of the process are a countable set; the solution is differentiable at each zero, and the zeros are simple. The addition of such noise does not alter the positivity of solutions when there is positive feedback.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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