Skip to main content
Open Access Publications from the University of California

UC San Diego

UC San Diego Electronic Theses and Dissertations bannerUC San Diego

Stationary distributions for stochastic delay differential equations with non-negativity constraints


Deterministic dynamic models with delayed feedback and state constraints arise in a variety of applications in science and engineering. Much of the analysis of such deterministic models has focused on stability analysis of equilibrium points. There is interest in understanding what effect noise has on the behavior of such systems. Here we consider a multidimensional stochastic delay differential equation with normal reflection as a noisy analogue of a deterministic system with delayed feedback and non-negativity constraints. We obtain sufficient conditions for existence and uniqueness of stationary distributions. The results are applied to examples from Internet rate control and biochemical reaction systems.

Main Content
For improved accessibility of PDF content, download the file to your device.
Current View