Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (Q300145): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / zbMATH DE Number: 6597244 / rank | |||
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stochastic dynamical systems | |||
| Property / zbMATH Keywords: stochastic dynamical systems / rank | |||
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Lévy motion | |||
| Property / zbMATH Keywords: Lévy motion / rank | |||
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differential-integral equation | |||
| Property / zbMATH Keywords: differential-integral equation / rank | |||
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first exit time | |||
| Property / zbMATH Keywords: first exit time / rank | |||
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escape probability | |||
| Property / zbMATH Keywords: escape probability / rank | |||
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Revision as of 21:44, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises |
scientific article |
Statements
Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (English)
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23 June 2016
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stochastic dynamical systems
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Lévy motion
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differential-integral equation
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first exit time
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escape probability
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