McDaniel, A.Duman, Ö.Volpe, G.Wehr, J.2019-02-072019-02-072016-111024-2953http://hdl.handle.net/11693/49020We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and the correlation times of the noises go to zero. The main result is proven using a theorem about convergence of stochastic integrals by Kurtz and Protter. It formalizes and extends a result that has been obtained in the analysis of a noisy electrical circuit with delayed state-dependent noise, and may be used as a working SDE approximation of an SDDE modeling a real system where noises are correlated in time and whose response to noise sources depends on the system's state at a previous time.EnglishStochastic differential equationsStochastic differential delay equationsColored noiseNoise-induced driftArticle