A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:49, 30 January 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
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