A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:53, 5 March 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
