Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (Q4975317)
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scientific article; zbMATH DE number 6756834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise |
scientific article; zbMATH DE number 6756834 |
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Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise (English)
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4 August 2017
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Fokker-Planck equation
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Marcus stochastic differential equation
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stochastic dynamical system
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non-Gaussian white noise
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Lévy process
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