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

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Property / DOI: 10.1016/j.amc.2015.01.117 / rank
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Property / author: Jin-qiao Duan / rank
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Property / author: Jin-qiao Duan / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.amc.2015.01.117 / rank
 
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Property / OpenAlex ID: W1976133782 / rank
 
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Latest revision as of 13:45, 9 December 2024

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Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
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    Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (English)
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    23 June 2016
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    stochastic dynamical systems
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    Lévy motion
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    differential-integral equation
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    first exit time
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    escape probability
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