First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method (Q2122262): Difference between revisions
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Revision as of 21:47, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method |
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Statements
First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method (English)
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6 April 2022
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first-passage problem
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stochastic differential equation
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fractional Fokker-Planck-Kolmogorov equation
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path integral method
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Monte Carlo simulation
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combined parametric Gaussian and Lévy white noises
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