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

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