Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (Q2878935): Difference between revisions

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Revision as of 00:44, 12 February 2024

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Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises
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    Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (English)
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    5 September 2014
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    stochastic differential equations
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    mean exit time
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    escape probability
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    \(\alpha\)-stable type Lévy motions
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    numerical methods
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    integro-differential equation
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