How can we describe density evolution under delayed dynamics?

Although the theory of density evolution in maps and ordinary differential equations is well developed, the situation is far from satisfactory in continuous time systems with delay. This paper reviews some of the work that has been done numerically, the interesting dynamics that have emerged, and the largely unsuccessful attempts that have been made to analytically treat the evolution of densities in differential delay equations. We also present a new approach to the problem and illustrate it with a simple example.