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

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2011.06.068
+Normal rank
@@ Property / OpenAlex ID @@
+W1989550966
@@ Property / OpenAlex ID: W1989550966 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223075
@@ Property / cites work: Q4223075 / rank @@
+Normal rank
@@ Property / cites work @@
+Escape probability, mean residence time and geophysical fluid particle dynamics
+Normal rank
@@ Property / cites work @@
+Q4225410
@@ Property / cites work: Q4225410 / rank @@
+Normal rank
@@ Property / cites work @@
+First Passage Times for Symmetric Stable Processes in Space
+Normal rank
@@ Property / cites work @@
+First exit times of SDEs driven by stable Lévy processes
+Normal rank
@@ Property / cites work @@
+First exit times for Lévy-driven diffusions with exponentially light jumps
+Normal rank
@@ Property / cites work @@
+Numerical solution of the space fractional Fokker-Planck equation.
+Normal rank
@@ Property / cites work @@
+Numerical methods for the solution of partial differential equations of fractional order.
+Normal rank
@@ Property / cites work @@
+Finite difference methods for two-dimensional fractional dispersion equation
+Normal rank
@@ Property / cites work @@
+A Direct Approach to the Exit Problem
@@ Property / cites work: A Direct Approach to the Exit Problem / rank @@
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equations with Levy Noise
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+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 @@
+Q3881612
@@ Property / cites work: Q3881612 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
+Normal rank
@@ Property / cites work @@
+Q2738731
@@ Property / cites work: Q2738731 / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES
+Normal rank