Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564): Difference between revisions
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Revision as of 07:37, 5 March 2024
scientific article
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English | Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. |
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Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (English)
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29 November 2005
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stochastic differential equation
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heavy tails
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Markov process
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stationary distribution
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coupling
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storage processes
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