Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (Q2878935): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1201.6015 / rank | |||
Normal rank | |||
Latest revision as of 09:27, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises |
scientific article |
Statements
Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (English)
0 references
5 September 2014
0 references
stochastic differential equations
0 references
mean exit time
0 references
escape probability
0 references
\(\alpha\)-stable type Lévy motions
0 references
numerical methods
0 references
integro-differential equation
0 references
