Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (Q300145): Difference between revisions

Latest revision as of 13:45, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises	scientific article

Statements

instance of

scholarly article

0 references

title

Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (English)

0 references

0 references

0 references

0 references

0 references

Applied Mathematics and Computation

0 references

publication date

23 June 2016

0 references

zbMATH Keywords

stochastic dynamical systems

0 references

Lévy motion

0 references

differential-integral equation

0 references

first exit time

0 references

escape probability

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.amc.2015.01.117

0 references

cites work

Q2738731

0 references

An Introduction to Sparse Stochastic Processes

0 references

Flights towards defection in economic transactions

0 references

Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

0 references

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

0 references

First exit times of SDEs driven by stable Lévy processes

0 references

Escape Probability for Stochastic Dynamical Systems with Jumps

0 references

Stochastic bifurcation for a tumor-immune system with symmetric Lévy noise

0 references

The phase transition in a bistable Duffing system driven by Lévy noise

0 references

Mean Exit Times and the Multilevel Monte Carlo Method

0 references

Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises

0 references

Lévy Processes and Stochastic Calculus

0 references

A PDE approach to fractional diffusion in general domains: a priori error analysis

0 references

Q4937701

0 references

First Passage Times for Symmetric Stable Processes in Space

0 references

Q4301585

0 references

Estimates of Green function for relativistic \(\alpha\)-stable process

0 references

On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes

0 references

The double-well potential in quantum mechanics: a simple, numerically exact formulation

0 references

On the Distribution of First Hits for the Symmetric Stable Processes

0 references

Identifiers

zbMATH Open document ID

1338.65015

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.1016/J.AMC.2015.01.117

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:300145

@@ Property / DOI @@
-.1016/j.amc.2015.01.117
@@ Property / DOI: 10.1016/j.amc.2015.01.117 / rank @@
-Normal rank
@@ Property / author @@
+Jin-qiao Duan
@@ Property / author: Jin-qiao Duan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2015.01.117
+Normal rank
@@ Property / OpenAlex ID @@
+W1976133782
@@ Property / OpenAlex ID: W1976133782 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738731
@@ Property / cites work: Q2738731 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Sparse Stochastic Processes
@@ Property / cites work: An Introduction to Sparse Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Flights towards defection in economic transactions
+Normal rank
@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and natural sciences.
+Normal rank
@@ Property / cites work @@
+First exit times of SDEs driven by stable Lévy processes
+Normal rank
@@ Property / cites work @@
+Escape Probability for Stochastic Dynamical Systems with Jumps
+Normal rank
@@ Property / cites work @@
+Stochastic bifurcation for a tumor-immune system with symmetric Lévy noise
+Normal rank
@@ Property / cites work @@
+The phase transition in a bistable Duffing system driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+Mean Exit Times and the Multilevel Monte Carlo Method
+Normal rank
@@ Property / cites work @@
+Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+A PDE approach to fractional diffusion in general domains: a priori error analysis
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+First Passage Times for Symmetric Stable Processes in Space
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates of Green function for relativistic \(\alpha\)-stable process
+Normal rank
@@ Property / cites work @@
+On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes
+Normal rank
@@ Property / cites work @@
+The double-well potential in quantum mechanics: a simple, numerically exact formulation
+Normal rank
@@ Property / cites work @@
+On the Distribution of First Hits for the Symmetric Stable Processes
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2015.01.117
@@ Property / DOI: 10.1016/J.AMC.2015.01.117 / rank @@
+Normal rank