FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS (Q3174004): Difference between revisions
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Revision as of 14:33, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS |
scientific article |
Statements
FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS (English)
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11 October 2011
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stochastic differential equation
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stochastic integral
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Lévy process
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first exit time
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