Reduced <i>α</i>-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise (Q4563849): Difference between revisions

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scientific article; zbMATH DE number 6880517

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English	Reduced <i>α</i>-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise	scientific article; zbMATH DE number 6880517

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instance of

scholarly article

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title

Reduced <i>α</i>-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise (English)

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Chaos: An Interdisciplinary Journal of Nonlinear Science

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publication date

4 June 2018

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full work available at URL

https://arxiv.org/abs/1705.08233

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https://semanticscholar.org/paper/bde73773d9bed9093b5fb1b93f10e889fe13c36e

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MaRDI profile type

MaRDI publication profile

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cites work

Handbook of stochastic methods for physics, chemistry and the natural sciences.

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Financial Modelling with Jump Processes

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A mathematical framework for stochastic climate models

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Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system

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On modelling physical systems with stochastic models: diffusion versus Lévy processes

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Q5512461

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On Stochastic Processes Defined by Differential Equations with a Small Parameter

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Asymptotic theory of mixing stochastic ordinary differential equations

0 references

A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side

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Q3672830

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Extracting macroscopic dynamics: model problems and algorithms

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Multiscale Methods

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Fast chaos versus white noise: Entropy analysis and a Fokker-Planck model for the slow dynamics

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Q5359791

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An averaging principle for stochastic dynamical systems with Lévy noise

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Homogenization for deterministic maps and multiplicative noise

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Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise

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Understanding the distinctively skewed and heavy tailed character of atmospheric and oceanic probability distributions

0 references

Asymmetric transport and non-Gaussian statistics of passive scalars in vortices in shear

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Q4301585

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Codifference as a practical tool to measure interdependence

0 references

Rate of Convergence to a Stable Law

0 references

A fractional diffusion equation to describe Lévy flights

0 references

Some mixing conditions for stationary symmetric stable stochastic processes

0 references

Modeling and analysis of stochastic differential equations driven by point processes

0 references

Marcus versus Stratonovich for systems with jump noise

0 references

Q4937701

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Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Regression-Type Estimation of the Parameters of Stable Laws

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Identifiers

zbMATH Open document ID

1390.34185

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DOI

10.1063/1.4985675

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4563849

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@@ Property / OpenAlex ID: W2619036528 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.08233
@@ Property / arXiv ID: 1705.08233 / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and the natural sciences.
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A mathematical framework for stochastic climate models
+Normal rank
@@ Property / cites work @@
+Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system
+Normal rank
@@ Property / cites work @@
+On modelling physical systems with stochastic models: diffusion versus Lévy processes
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+On Stochastic Processes Defined by Differential Equations with a Small Parameter
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of mixing stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side
+Normal rank
@@ Property / cites work @@
+Q3672830
@@ Property / cites work: Q3672830 / rank @@
+Normal rank
@@ Property / cites work @@
+Extracting macroscopic dynamics: model problems and algorithms
+Normal rank
@@ Property / cites work @@
+Multiscale Methods
@@ Property / cites work: Multiscale Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Fast chaos versus white noise: Entropy analysis and a Fokker-Planck model for the slow dynamics
+Normal rank
@@ Property / cites work @@
+Q5359791
@@ Property / cites work: Q5359791 / rank @@
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic dynamical systems with Lévy noise
+Normal rank
@@ Property / cites work @@
+Homogenization for deterministic maps and multiplicative noise
+Normal rank
@@ Property / cites work @@
+Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
+Normal rank
@@ Property / cites work @@
+Understanding the distinctively skewed and heavy tailed character of atmospheric and oceanic probability distributions
+Normal rank
@@ Property / cites work @@
+Asymmetric transport and non-Gaussian statistics of passive scalars in vortices in shear
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Codifference as a practical tool to measure interdependence
+Normal rank
@@ Property / cites work @@
+Rate of Convergence to a Stable Law
@@ Property / cites work: Rate of Convergence to a Stable Law / rank @@
+Normal rank
@@ Property / cites work @@
+A fractional diffusion equation to describe Lévy flights
+Normal rank
@@ Property / cites work @@
+Some mixing conditions for stationary symmetric stable stochastic processes
+Normal rank
@@ Property / cites work @@
+Modeling and analysis of stochastic differential equations driven by point processes
+Normal rank
@@ Property / cites work @@
+Marcus versus Stratonovich for systems with jump noise
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank