A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2011.06.068 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1989550966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Escape probability, mean residence time and geophysical fluid particle dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: First Passage Times for Symmetric Stable Processes in Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: First exit times of SDEs driven by stable Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: First exit times for Lévy-driven diffusions with exponentially light jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of the space fractional Fokker-Planck equation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for the solution of partial differential equations of fractional order. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite difference methods for two-dimensional fractional dispersion equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Direct Approach to the Exit Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Partial Differential Equations with Levy Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3881612 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2738731 / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES / rank
 
Normal rank

Latest revision as of 18:49, 4 July 2024

scientific article
Language Label Description Also known as
English
A computational analysis for mean exit time under non-Gaussian Lévy noises
scientific article

    Statements

    A computational analysis for mean exit time under non-Gaussian Lévy noises (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    29 December 2011
    0 references
    stochastic dynamical systems
    0 references
    non-Gaussian Lévy motion
    0 references
    Lévy jump measure
    0 references
    first exit time
    0 references
    numerical examples
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references