Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (Q4975317): Difference between revisions

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scientific article; zbMATH DE number 6756834

Language	Label	Description	Also known as
English	Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise	scientific article; zbMATH DE number 6756834

Statements

instance of

scholarly article

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title

Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (English)

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Stochastics and Dynamics

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publication date

4 August 2017

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full work available at URL

https://arxiv.org/abs/1605.06365

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zbMATH Keywords

Fokker-Planck equation

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Marcus stochastic differential equation

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stochastic dynamical system

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non-Gaussian white noise

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Lévy process

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MaRDI profile type

MaRDI publication profile

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cites work

Q2930843

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Q5313290

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Stochastic differential equations. An introduction with applications.

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Lévy Processes and Stochastic Calculus

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Modeling and analysis of stochastic differential equations driven by point processes

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Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup>

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Stratonovich stochastic differential equations driven by general semimartingales

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Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes

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Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations

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Higher-order implicit strong numerical schemes for stochastic differential equations

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Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises

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Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes

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Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise

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The Fokker-Planck equation. Methods of solutions and applications.

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Q3996311

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Q5472808

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Distributions. Generalized functions with applications in Sobolev spaces

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Quantifying Model Uncertainties in Complex Systems

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Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions

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Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law

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Identifiers

zbMATH Open document ID

1372.37101

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DOI

10.1142/S0219493717500332

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4975317

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@@ Property / cites work @@
+Q2930843
@@ Property / cites work: Q2930843 / rank @@
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@@ Property / cites work @@
+Q5313290
@@ Property / cites work: Q5313290 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and analysis of stochastic differential equations driven by point processes
+Normal rank
@@ Property / cites work @@
+Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Stratonovich stochastic differential equations driven by general semimartingales
+Normal rank
@@ Property / cites work @@
+Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
+Normal rank
@@ Property / cites work @@
+Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
+Normal rank
@@ Property / cites work @@
+Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
+Normal rank
@@ Property / cites work @@
+Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
+Normal rank
@@ Property / cites work @@
+The Fokker-Planck equation. Methods of solutions and applications.
+Normal rank
@@ Property / cites work @@
+Q3996311
@@ Property / cites work: Q3996311 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5472808
@@ Property / cites work: Q5472808 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions. Generalized functions with applications in Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Quantifying Model Uncertainties in Complex Systems
+Normal rank
@@ Property / cites work @@
+Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
+Normal rank
@@ Property / cites work @@
+Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law
+Normal rank
@@ Property / OpenAlex ID @@
+W2521561074
@@ Property / OpenAlex ID: W2521561074 / rank @@
+Normal rank